You may be monitoring someones progress where you say they arrive to mean something understood like they arrive at the airport which is a couple of hours of customs and a two hour drive before you are in a position to they are here.
Of course, it would sound more natural to say they arrived but we are not at the point of past tense in Duo lessons.
French has no continuous tenses, so present tense is translated to continuous tense in English, or not, based on what works best. In English, pretty much the only way to translate this, as a fragment at least without a dependant clause, is in the continuous - 'They are arriving'. Even then it would probably not be overly common - they are either here or they aren't. It would more likely be used to indicate the near future (futur proche): They are arriving at 7 pm tomorrow.