"They do not let me sleep."
अनुवाद:वे मुझे सोने नहीं देती हैं।
You have many typoes in your sentence. The correct translation is- 'वे मुझे सोने नहीं देती हैं।' (If you use 'they' as feminine gender.)
'Let' is used in three ways- 1- Giving a command, example- 'The captain said to the army, "Do not let them go.(उन्हें जाने मत दो।)"'
2- As a request, example- 'The boy said to his elder sister, "Let me sleep(मुझे सोने दो।)"' Here we often do not use the word 'please' in the sense of 'request/beg'. It remains hidden when we use 'Let' in the sense of 'request/beg'.
3- When presenting a proposal, example- 'Let us go for a walk.(घूमने चलते हैं/आओ, टहलने चलें।)"'
The Hindi translation of your sentence is- 'वह मुझे सोने नहीं देती है।' It is a sentence with singular form of subject but here, we are using 'they' which is a plural form of relevant subject.