Bonjour
Est-ce que tu connais la dame là-bas ?
"la dame" is the direct objetc = fem. sing.
direct object pronoun fem. sing. = la
Oui, je la connais bien.
le = direct onbect pronoun masc. sing.
se = reflective pronoun = 3rd pers. sing. & plur.
te = reflexive pronoun = 2nd pers. sing