'Where are they?' is 'Où sont-ils?'. This is a simple question about the location of some people or objects.
'Where are they?' 'They're at home'.
'Où en sont-ils?', if this is talking about the progress that some people are making in project, for instance, can be translated in various ways. One way is 'Where are they up to?' For example:
'How's your essay going?
'It's going well.'
'Where are you up to?' = 'Où en es-tu?'
'I'm just doing the conclusion.
'Where are they at?' does exist, as a colloquial expression, particularly in the US, but it isn't the right translation for the phrase you have.
If you can give more context for your phrase, we can suggest an appropriate English equivalent.