Learn Russian: Это умная девочка.

When you use "this is" to point something out or introduce it, you always use the fixed word это, no matter the gender of the noun. You would only use the feminine эта if you were saying "this girl" as a single connected phrase, like "Эта девочка умная" (This girl is clever).

Where are the words for "is" and "a" in this sentence?

Russian does not have articles like "a", "an", or "the", so you do not translate them. Additionally, Russian drops the verb "to be" (like "is" or "are") in the present tense. You literally just say "This clever girl" to mean "This is a clever girl."

Why does the word for clever end in -ая (умная)?

In Russian, adjectives must match the gender of the noun they describe. Because девочка is a feminine noun, the dictionary form of the adjective (умный) drops its masculine ending and takes the standard feminine ending -ая.

What is the difference between девочка and девушка?

It depends on age! A девочка is specifically a child or a young teenager. If you are talking about an older teenager or young woman, you should use девушка instead.