"Her coat"

Translation: Il suo cappotto

[LoicKho]

How would you know that it's "her coat" as opposed to "his coat"?

[dnovinc]

There is no way to know without context, it could be either.

[NataliaDey]

But aren't we need to conjugate the person of a noun ??? Or I misunderstood the rule about conjugation ??

[lucia_mosquito]

Yes, but you put the gender depending on the thing "owned" (object) not on the subject.
la suA borsa ( borsa fem) (his/her bag)
il suO cappotto (cappotto masc) (his/her coat)