Je ne comprend pas pourqoui "regarde-la est correct mais "regarde-lui ne pas correct?ect

Bonjour Fiona !

In "Regarde-la", la is a direct object pronoun  -> regarder [quelqu'un]

However, lui is an indirect object pronoun, so cannot be used here.

If you wanted to use the masculine direct object pronoun, it would be "Regarde-le"   :)

Here are links to the relevant lessons: 

https://progress.lawlessfrench.com/revision/grammar/when-to-use-le-la-l-or-les-to-replace-nouns-direct-object-pronouns

https://progress.lawlessfrench.com/revision/grammar/when-to-use-lui-and-leur-to-replace-specific-people-with-him-her-and-them-indirect-object-pronouns

I hope that's helpful!
Bonne journée !