Diferença entre "Dumb" e "Stupid"

It depends on the context. For instance somebody could recall "dumb things I did when I was a kid", it could be interchangeable with "stupid things", much of the time.

"A dumb" is a word that could be an easily associate with a human being "a dumb person/guy/girl" and "stupid" with both - a person or something people do, follies and such. But this is not a rule written in stone.

Now, it´s not a polite thing to say about, say, about someone struggling to learn something, but just understand things slower than the average Joe/Jane. To that you can say he/she is 'slow'.

I mean, "I am slow to learn English/I am such a slow people" (in general, to understand anything, a joke, what you mean, etc)". Those are labels that may not be taken in stride by others, more likely being said by somebody referring to themselves.
So, be careful with the use of some words!