"They always eat a lot."
Translation:Они всегда едят много.
Adverbs usually go before the verb they modify.
«Я всегда ем рис» - I always eat rice.
Some places in English where the adverb would always go after the verb aren't necessarily the same in Russian.
«Она хорошо играет на пианино» - She plays piano well.
The placement of adverbs is fairly flexible and doesn't usually change the meaning of the sentence, but it does often change what aspect of the sentence you're placing importance on.
To add to the word order questions, what about «Они много всегда едят»?