"He is coming here."
Because the verb indicates who is doing the action. It is a little foggy with "O = He/She/It", however more clear with the others. If the sentence was "I am coming here" translation would be "Buraya geliyorum" which is very clear. Such a thing exists in other languages, Spanish for example. Having that said, from what I understand, it is not wrong to mention it if you want. I am neither native nor expert on the language though!
Bu - This.
Bura - "Here" - (noun) This place, this spot. Bura gel - "Come here."
Buraya - "To come here." Bura + "-ya" dative case suffix.
The dative case suffix "-ya" is added to a (noun) to indicate direction towards a place.
Burada - "Here." Bura + "-da" locative case suffix.
The locative case suffix "-da" indicates or shows location.
"Burada hastane var" - There is a hospital here.
Burası - "here." Bura + "-sı" possessive suffix 3rd person singular.
Burası, burası, burası yanıyor - Here is burning.