Hi Safaa, 'all nighter' has quite a few meanings. For example, when you stay up all night for any purpose, to hang out, have sex, study, go online, drive, or any other activity "We had an all-nighter in town last summer"

it mean a study or work session that goes through the night; studying without sleep cowboy...

It also is expressed as "to pull an all-nighter". "Big exam tomorrow... he's got to pull an all-nighter." I'm not sure if there's other good equivalents, however I'm thinking of "to burn the midnight oil" which has a roughly similar meaning.