Learn Finnish: Kuka tuo mies on?

In English, we swap the subject and the verb to make a question (Who is that man?). Finnish doesn't do this when using a question word like kuka (who). Instead, it keeps the normal statement word order and puts the question word at the front. A basic statement is Tuo mies on... (That man is...). Add Kuka to the start, and you get Kuka tuo mies on?

Can I use mikä instead of kuka here?

No. Kuka means 'who' and is strictly used for people. Mikä means 'what' and is used for things, places, and animals. Because mies (man) is a person, you must use kuka.

What is the difference between tuo and se in this context?

Tuo specifically means 'that' when you are pointing out someone or something you can see a little further away from you. Se is generally used for 'it' or an abstract 'that'. Here, tuo mies implies you are physically looking over at 'that man'.

Could I just say Kuka tuo mies and leave out the verb?

No, Finnish requires the verb olla (to be) here, just like English requires 'is'. You need the word on (is) to make it a complete and grammatically correct sentence.