Chegar EM + LUGAR is often heard in Brazil, but considered colloquial and nonstandard. "Cheguei em casa as sete","ela chegou no trabalho tarde" are examples.
So this basically says that (assuming they are going around Europe for example) they will first arrive in Rome? Or it just says that they will arrive at Rome? If yes, would "Eles vão chegar a (or à?) Roma?" also work?
And how to say "They'll arrive TO Rome" then?
This sentence is grammatically incorrect. It should be "chegar a Roma".
Oh, nice to know that even Portuguese sentences have mistake in the Portuguese course... Thank you very much for clarifying though!