You can’t learn how to replace direct and indirect objects with pronouns if you don’t clearly understand what a direct or indirect object is in English. The same will be true with relative pronouns or the passive voice or the subjunctive.
Fewer English classes seem to really teach grammar so you may have a knowledge gap. Some language instructors teach the English grammar at the same time, but others assume you know it.
If you don’t, then you need to either teach yourself or get your instructor to help. Grammar is the structure on which you are going to hang everything. It is basically just a series of patterns.
If you memorize some sentences, this can help nail down the patterns and you can then substitute others verbs or nouns into the pattern.
A great reference book is the series: English Grammar for Students of ____________________ (French, Spanish, German, Italian, Latin, Japanese, Arabic, or Russian) published by Olivia and Hill Press.