Learn Russian: Кто там? Там мужчина.

Кто means "who" and is used for living beings, like people and animals. Because you are asking about a person (which turns out to be мужчина), the question naturally uses кто. If you were asking about an object or a strange noise, you would use что (what), as in Что там? (What is there?).

Where is the word for "is" in Кто там?

In Russian, the verb "to be" (am, is, are) is almost always skipped in the present tense. Because of this, Кто там? literally translates as "Who there?" and the answer Там мужчина literally means "There man".

The word мужчина ends in "-а". Doesn't that make it a feminine noun?

That is a very important exception to remember! Even though мужчина (man) ends in -а like most feminine nouns, it is grammatically masculine because of its natural meaning. When you learn to use adjectives, you will describe him using masculine endings.

Could I say Мужчина там instead of Там мужчина?

You could, but it changes the focus. In Russian, the most important new information usually comes at the very end of the sentence. Since the question asks "who" is there, the new information is the man (мужчина), so it is placed last. Saying Мужчина там sounds more like "The man is over there," which answers the question "Where is the man?" instead.