Learn Portuguese (Portugal): Ele mora lá.

No, mora is in the present tense and means 'he lives'. Since morar (to live) is a regular '-ar' verb, you can apply what you are learning in this lesson to change it to the past tense: Ele morou lá (He lived there).

What is the difference between lá, ali, and aí?

They all translate to 'there' in English, but Portuguese is more specific about distance. aí is close to the person you are talking to. ali is further away but usually still in sight ('over there'). lá is far away from both of you, and often out of sight.

Can I just say Mora lá and leave out Ele?

Yes, you can! Portuguese often drops pronouns like 'he' or 'I' because the verb ending already tells you who is doing the action. However, since the form mora can mean 'he lives', 'she lives', or 'you live', keeping Ele in this sentence makes it completely clear who you are talking about.