Learn Dutch: We moeten de tweede aanwijzing oplossen. - We have to solve the second clue.

Because of the helping verb moeten (have to). In Dutch, when you use a helping verb or modal verb, the main action verb gets pushed to the very end of the sentence in its full dictionary form (the infinitive).

Oplossen is a separable verb. Why isn't it split up here?

Separable verbs only split when they are the active, conjugated verb in the sentence (for example: Wij lossen de aanwijzing op). Because moeten takes that active role in this sentence, oplossen stays in one piece at the end.

How do we form ordinal numbers like tweede (second)?

For most numbers up to 19, you simply add -de to the standard number (twee becomes tweede, vier becomes vierde). The main exceptions you need to memorize are 1st (eerste) and 8th (achtste).

Moeten usually translates to "must". Why does the English translation say "have to"?

In Dutch, moeten is the standard way to express that a task needs to be done. While it can translate directly to "must", English speakers usually prefer "have to" for everyday tasks because "must" can sound a bit formal or strict. In Dutch, moeten doesn't carry that overly strict feeling.