If we are talking about people, "short" refers to the hight of a person. In Spanish we say "alto" (tall) and "bajo" (short). Mary is short = María es baja (feminine gender)
If we are talking about things, "short" refers to the length of something. In Spanish we say "largo" (long) and "corto" (short). My hair is short = Mi pelo está corto (masculine gender).
If "a" indicates "she" then why is "it" the only accepted answer? I think the answer is that, idiomatically, "bajo" is always used when saying a person is short. This means that, although "corta" appears to agree with an (omitted) feminine subject, Duo would prefer that it be translated as "it", to avoid the confusion. Now, it could be the case that we have a personified, short object, with feminine grammatical gender, and might say "she is short" about this inanimate object. However, this usage would be very rare in practice in English, so Duo doesn't support it.
I think bajo means short in terms of height (short vs. tall), while corto means short in terms of length (short vs. long). "But she is short" wouldn't necessarily be correct, because the feminine "corta" could be referring to a feminine object (for example, if the "it" they are referring to is "la falda") instead of a female person.
The best way is to learn to pronounce them correctly yourself. Practice over and over. If you learn to say them correctly, the difference is obvious.
Single 'r' in Spanish is softer than the typical English speaker pronounces the letter 'r'. It is almost like a soft 'd' sound in English. Think of the 'dd' sound in "added". The tongue touches the top of the mouth a little ways behind the teeth. It doesn't sound like the English 'r'.
'rr' is like trying to purr like a cat or imitating the sound of a motor. At least that's the easiest way to learn how to roll it. You'll then have to practice so you don't draw it out too long. I've heard some English speakers, so proud of themselves at their ability to roll their 'rr' that they sounded almost like they were either making fun of the sound or becoming cats.
Saying them correctly will help you hear them correctly. I learned that in studying French! Side note, it is important to learn the differences between pronouncing, perro, pero, and pedo. Seriously.