I'm afraid there is no short-cut. You just have to practice. There is no real answer that we can give you, except "keep trying" and "You'll get better!". Just like with any skill, the more you practice in different ways, the better you'll get. But your teacher is right - you can't think in one language and translate.
But it is not a case of "first improve then think" or "first think then improve". As you learn more English, you will be able to construct sentences in English. You won't be "thinking" about the grammar, because you will just know it. Improvement lets you think more in English. More Thinking in English causes more improvement. You do both at the same time, step by step.
You already can do this. When you say "It's a pen" (for example) you probably don't need to think it out in your native language and then translate. You've learnt the "It's a ...." pattern. You just keep going, and get better by learning more words, more patterns, more idioms.