Salut Shinah,

Lui and le are object pronouns   --  Lui is an indirect object pronoun and le is a direct object pronoun.

When it comes to using the verb téléphoner, it is used indirect (in this case) the sense is written téléphoner à quelqu'un. 

Eg. We can write "I telephone my friend" --> Je lui téléphone. (I telephone to him or her) Lui can mean either him or her depending upon context.

To answer your query about verbs being used direct or indirect. This is easier asked than answered.

Only with intensive study of verbs will you become knowledgeable about which are used with or without objects, direct or indirect or both  --  this is a vast subject.

The lesson that you have linked is excellent  --  scroll to the end of that lesson for more on indirect object pronouns.

Bonne continuation.

Jim