"If the boy is not there, the dog is sad."
Translation:남자아이가 없으면 개는 슬퍼해요.
슬퍼요 is a descriptive verb (or an adjective).
슬퍼해요 is an action verb.
When you are talking about someone else, you have to say 슬퍼해요. So rather than saying "the dog is sad" you need to say "the dog is being sad".
It seems a little strange from an English perspective, and to me your sentence makes complete sense, but to a Korean if you used that construction to talk about someone or something else it would just sound funny (as funny as someone from Korea saying "the dog is being sad." in English - it makes sense; just doesn't sound right.)
The there is embedded in 없으면 - "if there is not".
남자아이가 없어요 - There is no boy.
남자아이가 없으면 - If there is no boy.
Duo have switched the position of the word "there" to make it sound more like a natural phrase, because no modern speaker of English would say "If there is no boy the dog is sad." More naturally one would say "If the boy isn't there, the dog is sad."
These exercises have little or no connection with the grammatical material presented with the lesson (Compound Verbs). I have kept printouts of all the grammatical rules so far, but they don't much apply to this lesson, either. When the pedagogical method becomes mere guesswork, it is time to give up on Duolingo.
In this sentence 슬퍼해요 is the focus as it's the compound verb. I really like that they're also incorporating parts of previous lessons to keep them fresh in your mind and build on the foundations of your knowledge. Whilst Duo isn't perfect, I think it's still a great resource, and the fact it's free is even better.