"Todas as sobremesas são servidas com sorvete."
Tradução:All of the desserts are served with ice cream.
Perhaps the Duolingo has accepted my answer "All the desserts are served with ice cream.", I always get confused when I come across that type of sentence. So, when should I use "all", or "all of"? "All the desserts are served with ice cream." or "All of the desserts are served with ice cream."
Is there any difference between then? Are both grammatical?
Both are grammatical and have the same meaning. In British English we say "all the", but in American English it is common to say "all of the".
In other expressions like "some of the", "many of the", the use of "of" is obligatory, so perhaps the Americans are being more consistent than us Brits.
By the way, your English is nearly perfect, so I hope you won't mind me saying one thing. In English we don't use "the" with people's names, so for us it's just "Duolingo" or "Duo" or sometimes "the green owl". :)