"They went to the movies yesterday." is more typical English. The 2nd sentence (with correct spelling) would be: "They have gone to the movies yesterday.", but it doesn't work as "to have gone" is not a construction you will hear. You might hear "They've been been to the cinema." which is the same as 'went'.

Only the first is correct. If you mention a fixed time in the past (such as yesterday), you have to use the past simple : 'They went'. You use the present perfect for indefinite time periods or unfinished time periods. For example: Where are Tom and Anna? They've gone to the movies. There's no time mentioned here, so we presume that they are still there now.

First sentence is correct. Second is incorrect- you cannot use Present perfect tense"they have gone" with the word "yesterday" ,only Past simple THEY WENT. http://www.ego4u.com/en/cram-up/grammar/simpas-preper

The only time you can refer to with a present perfect tense is 'now' ex. "They have gone to the movies now". If you want to say any fixed time that isn't "now", you can't use present perfect. If you say "yesterday", you always have to use either past simple or past perfect (depending on the situation).