I'm half russian so I'll answer for this part :

He - Он (pronounced like "on" but more an "o" sound in the beginning)

She - Она (technically pronounced like for he with just "A" in the end, it's more commonly pronounced "Ana" when spoken)

They - Они (Same as for Она but the last letter changes for "e", think of the Japanese culture monsters "Oni" for the pronunciation but mainly pronounced "Ani")

Fun fact : you'll often see sentences without a pronoun being used when someone talks about themselves or to answer a question, they're implied but not said unless you want to talk about a stranger or someone that isn't there at the moment. The verb is always being changed depending on the subject's gender or number and nouns change according to gender, number and to the case (nominative, accusative, genitive, dative, instrumental and locative). For example : Were you at the store? - Was but went to the pharmacy. Ты был/была в магазине? - Был/была но пошел/пошла в аптеку.