First of all "are they come" is wrong. It must be "are they coming". And the difference is like this: "do they come" is kind of general, it doesn't give an exact time but "are they coming" means right now. Though English is my second language but i hope it'll help you ^^

You NEVER use do / does / did with the verb "to be": I AM old. AM I old? You ARE intelligent. ARE you intelligent? Today IS Saturday. IS today Saturday? We WERE tired. WERE we tired? Yesterday WAS Friday. WAS yesterday Friday? Mona IS combing her hair. IS Mona combing her hair? ***** If the verb is NOT "to be," then use do / does / did: I COME to school. DO I come to school? She COMES to school. DOES she come to school? They CAME to school. DID they come to school? You EAT. DO you eat? He EATS. DOES he eat? They ATE. DID they eat?