There's no way in French to know only with that sentence. Most of the time, the context will provide that information (if you speak about a woman and add "ses jambes sont longues", it's clear you're speaking of that woman's legs, you can also provide this information by looking in the direction of the person you're speaking about, etc). If that's not possible, you'll have to add the possessive link "in full" and not only via a pronoun, like This woman's legs are long (Les jambes de cette femme sont longues).
If you have an audio exercise, the first task is to understand the French, thinking in French, and not try to hear and interpret word-by-word. If you do that, you will know that it cannot be "ce jambes sont longues", but "ses jambes sont longues". Not to mention "ce" does not sound the same as "ces".
jambes = legs
bras = arms
As for the singular 'they', that works in English as a valid translation of an unknown person, but the French only means 'his' or 'her'. There are some gender-neutral pronouns making their way into French, but they're not widely accepted yet as far as I know (happy to be corrected by a native speaker, of course!).