* Le: Used before masculine singular nouns. Examples: Le chat (the cat), le livre (the book).
* La: Used before feminine singular nouns. Examples: La fille (the girl), la maison (the house).
There is no third way to say "the" in French.
The reason for these two forms comes from the grammatical gender system in French. All nouns are either masculine or feminine, and the definite article "the" takes on the gender of the noun it modifies.
Let me know if you have any other questions about French grammar!