Translation:They demand that the government must have the strategy to protect the environment.
a) In English, you would not say 'demand ... must' - to 'demand that someone do something' is the same as 'to say that someone must do something'. b) It should be 'a' strategy, not 'the'.
It should be "They demand that the government have…" instead. The verb "demand" takes a "that"-clause with a subjunctive verb, and when "have" is in the subjunctive mood, it can't take a modal verb like "must."