About "The woman has the chocolate cake." Can I say "La donna ha la cioccolato torta."? The answer is "La donna ha la torta al cioccolato.", but I can't understand.
No, "cioccolato" is a noun. You can't use nouns as adjectives as easily in Italian as you can in English. "Torta al cioccolato" means something like "cake in the chocolate style" or "cake of the chocolate type", and that is what you have to say.