"He surely does not live in Rome?"
Translation:Num Romae habitat?
That's duolingo's method across the board, though. You guess, get it wrong, and then (hopefully) get it right next time. I haven't seen studies on whether this method is better or worse than the "teach first, then drill" method, but, for better or worse, it's the pedagogy you sign up for when you start any duolingo course.
There is teaching, but it may not be obvious. Depending on when and what you're using, there may be a box labeled "TIPS", or there may be a lightbulb icon, or maybe something else, just before you start the practice session.
In the introduction to this section, they covered the word "num" and the locative case, which are the tricky parts of this sentence.
It's worth looking for the tips, though they may be behind an obscure icon.