Well, there's nothing stopping you putting a 'do' there... but it's going to sound rather poetic. It is similar to a case of inversion after a negative adverb or adverbial phrase. It has the same structure as... Rarely do they rush around. Or... Never do they go there. Or.. without hope do they enter the valley of evil. Or .. Seldom does it work to rush. None of these are questions. They are statements. With inversion. Mind you, as Anthony says, maybe it just sounds weird!!!

Hi Gong, the short answer is no, do not add 'do' in front of 'they'. If you did, the sentence would sound like a weird question.

You can add "do', but you will be changing it from a statement to a question. It is a very interesting sentence just the way it is. :)