However, you could use several terms depending on the context:
General terms:
* A collection of sweets
* A variety of sweets
* An assortment of sweets
* A box/bag/jar of sweets
* A selection of sweets
More specific terms:
* A jar of preserves (for jams and jellies)
* A tray of pastries
* A bowl of candy
Ultimately, the best collective noun for "sweets" depends on the specific type of sweet you're referring to and the situation.