scrivere is a regular -ere verb.
For most intents and purposes, "loro scrivono" is equally "they write" and "they are writing", 95% of the time.
You'll find the same thing in Spanish and French. They don't use the progressive aspect as much as or in the same way as we do, reserving it for something that is in the middle of happening right now ("I'm writing, so don't interrupt me") or when X was in the process of going on when Y happened ("I was writing when I heard a loud crash").
To form the present continuous in Italian, you use stare plus the present gerund, in this case "scrivendo": (loro) stanno scrivendo.
It's almost identical in Spanish. You use "estar" plus the present participle: (ellos) están escribiendo.
It's a little different in French. That takes the construction "être en train de" plus the infinitive: ils sont en train d'écrire.