I am working with a dataset of 335 categorical variables. The dependent variable is also categorical variable, as following: How satisfied are you with your life: 1.unhappy ... to 10. very happy. I looked up in some papers, and it is said that Oprobit or Ologit could be used if dependent variable is categorical. But if all are categorical, could I also used these two types or logistic regression? Plus, do I need to convert all these categorical variables into dummy variables before doing regression?
Yes, you can still use ordinal logistic or probit with categorical variables and any decent statistics program will create dummy codes for you (most offering a choice of how to parameterize them). I don't know Stata (and questions about coding are off topic) but I am sure it can do this.
The problem I foresee is that you have so many IVs. This will make model building tricky unless you have a very large data set. This topic has been discussed a lot here and elsewhere - if you want a book, I highly recommend Frank Harrell's Regression Modeling Strategies.