Learn Italian: Glielo confermo, il latte sa di cipolla. - I confirm it to him, the milk tastes like onion.

While sapere is most commonly used for knowing a fact, when it is paired with the preposition di and a noun, it takes on a sensory meaning: to taste of or to smell of. Therefore, sa di cipolla means it tastes like onion.

Could sa di cipolla also mean the milk smells like onion?

Yes! Sapere di covers both taste and scent. You have to rely on context to know which sense is being used. If you just opened the bottle and sniffed it, it would mean smell. If you wanted to be specific that it smells bad, you could instead use puzza di cipolla (it stinks of onion).

Why is there no definite article before cipolla? Shouldn't it be sa della cipolla?

When describing a general flavor or scent using sapere di, you omit the article. You are saying it has the flavor of onion as a general concept. If you used the articulated preposition and said sa della cipolla, it would sound like the milk tastes of a specific, previously mentioned onion.

The translation says glielo means it to him. Could it also mean it to her?

Yes, it absolutely could! Glielo is a combined pronoun joining the indirect object (to whom) and the direct object lo (it). When combining pronouns, the feminine le (to her) changes to glie- to link with lo, making it completely identical to the masculine version. Without broader context, glielo can mean it to him, it to her, or even it to you (formal).