Something to think about if you're worried about where they're getting the sugar for various confections and such and don't want to think about the logisitcs of how they got ahold of sugar cane. (Which was very hard to grow in most of Europe without modern techniques and technology.) They probably used sugar beets and honey in areas farther from the tropics.The flavor of the sugar is...kinda off if you're used to cane sugar but still very sweet.

Something else as far as frozen desserts are concerned, or even refrigeration in general, are ice houses. You dig a hole in the ground (big or small depending on how much ice you want though bigger works better) and build a shed in and over it. Then you line the thing with straw and put a layer of ice cut from the local lakes and streams in, pack more straw on top, then more ice, the more straw, etc until you've filled the thing. This'll keep the ice frozen throughout most of the summer months in most temperate areas and let you make ice cream and provide refrigeration in you've got a decently insulated ice to keep stuff in. I know that communities in America were doing that long before electricity. Not sure about this processes history though or how far back it goes though it's entirely feasible in a pseudo-Medieval quasi-European world. Heck the tech for it existed in the Stone Age though I doubt they did it then.

There's my 2cp.