Translation:During the winter I do not eat ice cream.
Observe that Duo says mangio il gelato = "I eat ice cream", but in other exercises disallows the Italian article in translating English direct objects which do not have articles attached to them. There's a sentence "I make soup in January" where faccio la zuppa a gennaio was disallowed because it wasn't della zuppa.
I am really getting many mixed signals about use/non-use of articles with direct objects in Italian.
Yes. Italian ice cream is a little different from American ice cream, so in the US we refer to italian-style ice cream as "gelato" and American style ice cream as ice cream. But as far as I know "gelato" is just the Italian word for ice cream, so it would cover the american variety as well.
When we speak about seasons in general sense, we don't use articles in front of them. The same rule applies to the names of the days and months. When we talk about a specific season or a day we use 'the' or even 'a/an' when there are descriptive adjectives in front of them. https://www.tspu.edu.ru/tspu/files/fia/files/articles_with_days_months_seasons.pdf
I know a longstanding gelateria in Germany that is owned and operated by an Italian family that closes the shop in the autumn and heads back "home" to the mountains of northern Italy. The family's return is a sign of spring, though perhaps not this year...(Nancy Pelosi, l'aspirante regina d'America, mangia il gelato anche durante l'inverno.)