It's only a matter of quantity (i.e. length), not stress. Both short and long syllables can be stressed or unstressed in Latin. Take for example the word "lībertās," where the stress is actually on the second syllable, even though it's the only syllable with a short vowel.
Since Rōma is a city, it is allowed to use the locative case. Nouns that are allowed to use the locative also drop the preposition for place from which (Rōmā = 'from Rome', what is here) and place to which (Rōmam = 'to Rome').
A reference that may be helpful: http://individual.utoronto.ca/ajhicks/place_acc_abl_loc.pdf
If it were to mean "to Rome," it would need the accusative ending. That would make it "Romam." Giving a noun that ends in -a no additional suffix makes it either nominative, ablative or vocative. It can't be nominative because the verb is not in the third person sg, and anyway, we already have a subject; nos. So, it must be ablative, which usually answers "wherefrom" if no prepositions are involved. After some prepositions, the ablative may just answer "where."
By the way, you're not the only one who has issues with Latin's way of indicating locations. At least to me, it's really weird to have a case that answers both the questions "whom" and "whereto." It's also a pity that Latin has no allative, and that it uses the ablative so often to do the locative's job.
Although technically I do agree, I can also see why they included the "nos" here. This is at the very beginning of the Latin course, so it is still advisable to emphasize on pronouns, learning the language via one that essentially only has pronouns to differentiate between persons.
100% what nerguy_pablo said. In this early lesson, part of what you're learning is which pronoun is associated with which conjugation. Additionally, everyone gets these sentences presented to them differently, and so someone might get this sentence as "Nos Roma _". In that case, the "nos" is what tells you that the answer could only be "venimus".