Learn Finnish: Puistossa on poika, mutta hän nukkuu. - There is a boy in the park, but he is sleeping.

This is how Finnish says "there is" something somewhere! You start with the location (puistossa), then the verb (on), and put the new thing you're introducing at the end (poika). If you said Poika on puistossa, it would mean "The boy is in the park" instead of "There is a boy in the park."

Where is the word for "there" in "There is a boy"?

Finnish doesn't use a filler word like "there" for these sentences. The "there is" meaning comes entirely from the word order. Because the sentence starts with the location, the listener already knows you are setting a scene.

Does hän specifically mean "he"?

No, hän means both "he" and "she"! Finnish doesn't have gendered pronouns, so the same word is used for everyone. You just figure out who it refers to from the context.

Why does nukkuu end with two u's?

This is the verb ending for "he/she/it" (the 3rd person singular). For many verbs, to say "he sleeps", you take the stem of the verb (here, nukku-) and simply double the final vowel to get hän nukkuu.