In Russian most of the time you can rotate words in a sentence without changing its meaning. People will understand you, but sometimes some combinations sound a bit strange or funny, or even a bit wrong. In this case, there is no real difference where you put "где", but "Где они?" sounds more natural to me than "Они где?". Although, "Где вы?" is the same as "Вы где?" to my ear.
The о in они́ is unstressed, so it sounds like /ɐ/.
The tips and notes say:
Like in English, vowel letters aren't all pronounced just like in the alphabet. In Russian, unstressed syllables have vowels reduced:
• А and О become the same uh-sound
• И and Е (Э) become the same sound similar to "i" in "hit"
• Я actually becomes an i-like sound, not an uh-like (except in a few words). This also affects "а" after ч,ш,щ,ж or ц in many words (sadly, not all).
So, here some basic examples of when you would use the verb "be" in Russian. For every day speech it is omitted from sentences.
1) Past Tense: If something "was", you would conjugate the verb быть in the past tense (был, была, было, были). (Где они были? = "Where were they?")
2) Future Tense + imperfective verb: to indicate an action that will be continuing or repeating in the future, or to say simply "will be". Они будут там = "they will be there". // В школе будут проводить уроки по четвергам = "Lessons will be conducted on Thursdays at the school".
3) As a participle ("being") that can be used in a sentence with any tense - Будучи неопытными, они делали много ошибок - "Being inexperienced, they made a lot of mistakes", but this is more literary and in spoken Russian or simpler news reports you'd more likely see "Так как они были неопытными..." or "Так как они - неопытные..." (past, present).
4) As an imperative (command) - Будь внимателен! - Pay attention (or Be careful!). // Будьте там в шесть! - Be there at six!
5) There is one other word - являться - that basically means "to be". This is a higher level word that you will only hear in formal speeches or technical texts, presumably to make concepts more straightforward. Дерево является растением - A tree is a plant. Note that it takes instrumental case.
SO... TL;DR - Only in the present tense can you really get away without the verb "to be".
how does that work for Oleg? The stressed syllable is O and it's still pronounced as A. There must be some explanation I'm sure. I actually don't know the rules at all, I just hear words and try to remember them. In Olga, I agree, it's pronounced as it's written. I can't figure out a pattern.
@Matthias1433224 - The explanation is simple - Они is "they", он is "he", она is "she" and оно is "it". Он and она may also be "it" if substituting a noun (Где карандаш? Он на столе. / Где книга? Она на столе.).
I don't know how to not sound like a jerk typing this but for simple word definitions I'd recommend using a dictionary or online resources like Wiktionary or even Google Translate (it's fine for many individual words). You'll get an instant response that way.
Actually, it's because in proper Russian, unstressed syllables play an important role in word pronunciation, and especially in words with O's in them. Any unstressed O is essentially pronounced the same as an A. For instance, the word молоко (milk) sounds like "mah-lah-ko".