What does the woman mean?

M: I was shocked when I heard you had finished your research project a whole month earlier.
W: How I managed to do it? It’s still a mystery to me.

M: How long have you been in this country?
W: Two months, exactly.
M: Is it hard for you to study at the American College?
W: Yes, I find it very difficult, especially when I cannot follow the professor’s lectures.
M: That’s because you just arrived.