"Where do they hear it?"
Translation:Họ nghe thấy nó ở đâu?
No it should not be interchangeable. Can you please point out where (in tips & note) so I can fix it?
"ở đâu" literally means "at where" and they are used together in most of the time when asking "where". Using a standalone "đâu" means a very different thing: you are denying a statement/a fact/a truth or anything proposed by someone else.