What should a TA do if they cannot do all of the assigned homework for a class? I'm a TA who is assigned to help grade papers for an upper level course. In the first assignment, I realized that I do not know how to do one of the assigned problems. The professor has requested that I grade all of the assigned problems. I don't think I will get a grading rubric (showing the answers to the assigned problems). I'm extremely nervous since I don't know how to do all of the problems on my own.

Should I ask professor directly about the problem in his office hours? The alternative would be to look at all of the solutions submitted by the students and analyze which answers are correct.
You should ask the professor to show you how to work the problem. It is also fine to ask the professor to confirm that all of your solutions are correct. 

The professor is responsible for making sure the students' work is scored correctly, and since he wrote the questions, it is his responsibility to either provide you with the solutions or to check your solutions before you assign final grades.

Besides being responsible to the students in the course, the professor also has an obligation to support your development as a TA, which includes helping you work through any gaps or obstacles in your own learning. 

Since you have already taken the initiative to work through the assignment on your own, the professor will likely be happy to help you, and you should not feel intimidated or embarrassed to ask.