Letter Я after consonants is pronounced (almost) as А and the consonant normally becomеs palatalized "soften".
When transliterated to the Latin alphabet that is expressed by replacing "я" with "ia" or "ya". For example "Ля" is transliterated as "Lia" but in fact if you pronounce it like that you produce heavy accent. You can pronounce it as "Lah" but then you get "Turkish" accent instead of English one. If you speak good French though you can pronounce it as French "La" and that would be (almost) OK.
The same happens to letters Е, Ё, Ю - they turn into Э, О, У sounds correspondingly and soften previous consonants.