In this case, yes, it would be strange to say "What do the newspapers tell?" With the word 'tell' you usually need some extra information about what they are telling or who they are telling it to. So "What do the newspapers tell us?" or "What stories do the newspapers tell?" are good sentences, but without any of that extra information I think 'dicono' should be translated as 'say'.
It may be a little helpful to think of these kinds of sentences in archaic English, although it is often incorrect to do so on Duolingo: what say the newspapers?
I personally try to keep translation 1:1 just to help me understand sentence structure a bit better. At least in questions, it seems to go interrogative-verb-article-subject.