A direct object pronoun replaces a direct object, that is a noun that directly receives the action of a verb in a sentence. An Indirect Object Pronoun is a person that receives the action of a verb indirectly. Its purpose is to tell you to whom or for whom something is done. On the other hand, since this sentence stands for the third person singular, the direct object pronoun for this person is lo and the indirect object pronoun for this person is le. Since the direct and indirect object pronoun are working together, then le changes to se. In this way, the ending of the verb dar (to give) for it working together is selo. Keep in mind that the letter a has an accent mark.
