How is 'we have none' does not correct? What is that in dutch?
In English, "none" is for countable things.
"We hebben er geen (een van)"
"Niks" and "niets" can be both used to translate "nothing"? Or am I wrong? Because the computer doesn't seem to be agree with me.
This can also be "We are having nothing," correct, as in "We are having nothing for desert?"
No, that doesn't work. In English, "to be having" is an idiomatic expression, it doesn't have the regular meaning of the continuous form. That is why you can't use it to translate "hebben" (to have).
Great thanks ! Would the verb "nemen" be used in this case?
Yep, you could say "Wij nemen geen toetje" (we are not having/getting dessert).
I think "we don't have any" should be correct as well
Don't have any of what?
How would you say "we don't have anything"?