Learn Italian: La sua stanza è vuota?

In Italian, possessive adjectives like sua agree with the thing being owned, not the owner. Because stanza (room) is a feminine word, you must use the feminine form sua, even if the room belongs to a man.

Why is there a La at the beginning? We wouldn't say "The his room" in English.

In Italian, you almost always need a definite article (il, la, i, le) before a possessive adjective. Think of La sua stanza as meaning "The room of his".

If sua just matches the room, how do we know it means "his" room and not "her" room?

By itself, la sua stanza can mean "his room", "her room", or even "your room" (if speaking formally). You usually know which one it is from the context of the conversation.

Why does the word for empty end in "a" (vuota)?

Adjectives must match the gender and number of the noun they describe. Since the subject of the sentence, stanza, is feminine and singular, the adjective vuoto changes to its feminine singular form, vuota.

How is this a question if the words are in the exact same order as a normal statement?