The usual, natural way to say “Where are they from?” in Spanish is:

  • ¿De dónde son?

Slight nuances

  • When “they” is a specific group you’ve already mentioned (friends, people, musicians, etc.), ¿De dónde son? is perfect.
  • If you want to ask “Where are they from originally?” (emphasizing origin or nationality), you can say:
    • ¿De dónde son originalmente?

Extra examples in context

  • “Those singers are great, where are they from?”
    • Esos cantantes son muy buenos, ¿de dónde son?
  • “Where are they from, Spain or Mexico?”
    • ¿De dónde son, de España o de México?

All of these keep the same idea as “where are they from” while fitting natural Spanish grammar and usage.