I suspect the confusion is that when it's a stress pronoun, "lui" always means "him", but as an indirect object pronoun, it's also used for "her".
Using lui/leur = him or her/them (French Indirect Object Pronouns)
Indeed, that's a perfectly fine sentence. Let's take a look at it:
Montrer qqc à qqn. -- To show something to someone.
The object you're showing is the direct object and the person you're showing it to is the indirect object.
Without the direct object, the meaning -- similar to English -- can also be to convince someone as in "I'll show her!"
OK. Thanks, I understand now!
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