It sounds very weird/unnatural/wrong in English. If someone asked the question that way, I would assume that they did not know English very well.
You could potentially say "Dogs eat jelly?" with the right intonation and be understood, but "Eat dogs jelly?" just sounds like a nonsense phrase.
the grammer (EN). it is as if you've asked if someone ets "jelly-dogs", while the sentence in this practis is "do dogs eat jam?". BTW, jell-o in hebrew is ג'לי (sounds just like jelly), while ריבה is jem and קונפיטורה is confit (though in every day usage people useally mean jem when they say קונפיטורה)
It does get easier but it takes a lot of targetted listening practise. By that I mean, when possible, make sure you follow along reading the text as the speakers talk and try to take note of the ways different letters are pronounced.
If you haven't already, you may also find it helpful to check out the Memrise courses associated with this DL course. https://www.memrise.com/course/1087087/hebrew-alef-bet-print/ https://www.memrise.com/course/1031737/hebrew-duolingo/