Learn Turkish: O uzun kitap zor mu? - Is that long book difficult?

The question particle follows 4-way vowel harmony. It looks at the last vowel of the word right before it, which is zor. Since the vowel in zor is "o", the rule dictates that the question particle takes the "u" form, becoming mu.

Where is the word for "is" in this sentence?

In Turkish, the "to be" verb (am/is/are) doesn't have a separate word like it does in English. For the "he/she/it" or "that" form, it is usually just left invisible. So here, the adjective zor acts as "is difficult" all by itself.

I learned that "O" means "he", "she", or "it". Why does it mean "that" here?

O is both a personal pronoun (he/she/it) and a demonstrative word meaning "that". When you put it directly in front of a noun phrase like uzun kitap (long book), it acts as "that" to point out exactly which book you are talking about.

Why is mu placed at the very end of the sentence?

The yes/no particle asks a question about the word directly before it. By putting mu after zor (difficult), you are specifically asking if the book is difficult. If you wanted to ask if that is the long book, you would put the particle right after O instead.