Well, "дочери" is "daughter" in the genitive, dative and prepositional cases. However neither of these cases make any sense here because the subject of the sentence is always in the nominative, so it can only be plural. It's a bit hard to remember all at once in the beginning but with time you'll be able to pick up the clues from the context. :)
Moscow is the largest city in Europe, so perhaps they live there.