Learn Arabic (Modern Standard): أنا لا أفهمك.

It is attached to the very end of the verb! In Arabic, object pronouns (like "me", "you", or "him") attach directly to the verb. The letter ك at the end of أفهمك is the attached pronoun meaning "you".

How do I know if this means "I do not understand you (masculine)" or "you (feminine)"?

In writing without short vowel marks, it looks exactly the same! But when you speak, you pronounce the final ك differently. You pronounce it with an "a" sound (afhamuka) to a man, and with an "i" sound (afhamuki) to a woman.

Why does the verb أفهمك start with the letter أ (alif)?

The أ at the beginning is a prefix that means "I" in the present tense. Even if you drop the word أنا (I) from the beginning of the sentence, the أ on the verb still tells us who is doing the understanding.

I remember learning ليس for "not". Why are we using لا here?

We use لا to negate present tense verbs, like أفهم (I understand). You would use ليس to negate nominal sentences (sentences that do not start with a verb), like saying "I am not a student".