"Excuse me, who is she?"
Translation:Anteeksi, kuka hän on?
The subject and the verb are inverted in English questions, but in Finnish, a subject-verb inversion is required only in questions that don't include an interrogative word, i.e. questions that begin with a verb. This question begins with an interrogative word, so the usual word order is followed.
Let's make some example questions!
Hän on X. -> Replace X with question word who/kuka: Hän on kuka? -> move the question word to the beginning: Kuka hän on?
X on Pekka. -> Replace X with "kuka": Kuka on Pekka? -> move the question word to the beginning: Kuka on Pekka?
Hän on Pekka. (Is/is not?) -> make "on" a question word of yes/no questions by adding "-ko": Hän onko Pekka? -> move the question word to the beginning: Onko hän Pekka?
Another slight correction that should be made is that the concept of "direct object" is not applicable in Finnish grammar since there are no indirect objects in Finnish, so all objects are referred to just as objects unless a distinction needs to be made between a partial object and a total object. What is an indirect object in English is an adverbial in its Finnish translation.