The second is correct in most circumstances, but there are circumstances in which the first can be appropriate. We usually don’t use “do [verb]” unless we are trying to emphasize a particular point. Example:
Q: Do alligators live on the plains?
Q: Which animals do live on the plains?
The “do live” sounds natural because the speaker was first told that an animal does not live on the plains, and is curious to know which animals do live there. But if the speaker’s first question was “Which animals do live on the plains,” it would sound strange.
Another example of proper use of “do [verb]” is to correct a mistaken statement. Example:
Person 1: “We should not hire her because she does not have a college degree.”
Person 2: “You’re mistaken. She does have a college degree.”