Learn Russian: Это кот.

In Russian, you don't use a "to be" verb (like "is" or "are") in the present tense. To say "This is a cat", you simply say "This a cat" (Это кот).

Where is the word for "a" in Это кот?

Russian doesn't have articles like "a", "an", or "the". The word кот can mean "cat", "a cat", or "the cat" depending on the context. Here, it naturally translates to "a cat".

Does это change if I'm talking about a feminine noun instead of a masculine one like кот?

Not when you're using it to introduce or point out something! When это is used as a "presentative" to mean "This is" or "That is", it stays exactly the same, no matter the gender or number of the noun that comes after it.

How is the word Это pronounced here?

The stress is on the first letter: Э. Because the о at the end is unstressed, it reduces and sounds more like a short "uh" or "ah", making the whole word sound roughly like "EH-tuh".