Learn Arabic (Modern Standard): شكرا على المساعدة.

That ending is the visible indefinite accusative case you are currently learning about. In Arabic, to say 'thank you', we use the noun for 'thanks' and add this ending to make it act like an adverb. It essentially means '(I give) thanks'.

I hear an 'n' sound at the end of شكرا (shukran), but I don't see the letter Noon (ن). Where does the sound come from?

The 'n' sound comes from the two small diagonal dashes above the Alif, called 'tanween'. This symbol makes an 'an' sound. The Alif here is just a silent placeholder used to carry this specific grammatical ending.

Doesn't the word على normally mean 'on'? Why is it translated as 'for'?

Yes, على literally translates to 'on'. Prepositions rarely match up perfectly between languages. In Arabic, the standard way to express 'thank you for...' is to literally say 'thanks on...', so you will very often see على paired with شكرا.

Why does المساعدة have ال (the) attached to it?

In English, we often say 'thank you for your help' or 'thank you for helping'. Arabic prefers using the definite noun here, so the phrase literally translates to 'thanks on the help'.