To be honest "the Ukrainian language" should be the only correct answer, but they only accept it without "the". However the most important thing as that you know the general translation.
In English I would just say, "Ukrainian." The word "language" is implied. Can you say "Українська" without the word "мова" and still have it mean the Ukrainian language?
And if the translation has to be exact, then I would put a "the" in front of it unless it was describing something else, like "Ukrainian language lessons." Then you wouldn't have a "the."