Translation:How are they?
怎么样 is a set phrase that means something like "How's it going?" or "How are you?" (but without specifying "you").
怎么 means "how". It's one word. (Like 什么 means "what".)
样 is hard for me to explain. It means something like way/type/kind of thing/manner of being.
Other examples of 样 include 一样 (literally "one kind") means "the same". 这样 (literally "this kind" or "this way") used to express things like "Oh, this is the way it is!"
Contributors have to submit cases of identical pronunciation directly to staff to have them add the necessary additional versions for listening exercises. Listening exercises are still pretty new for Chinese, so I suspect they haven't made much or any progress on this task yet :(
The third person has three forms in singular and plural, one for male, one for female and another for animals (which is sometimes used for inanimate objects too, but this is rare).
For males we use:
他 — he
他们 — they (if all male, or mixed group)
For females we use:
她 — she
她们 — they (if all female)
And for animals we use:
它 — it (similar, but not the same as “it” in English)
它们 — they (if all animals)
Usually we don’t use personal pronouns for inanimate objects, we rather use demostrative pronouns like 这 (this) or 那 (that) and the right measure word.
Both 她 and 他 own a pronunciation [tā], while both 她们 and 他们 own a pronunciation [tā men] (们 is read gently thus with no tone symbol above "men"). The pronunciations are exactly the same, respectively.
In fact, there are so many groups of characters owning the same pronunciations in Chinese. And that is one of the most amazing facts in Chinese which makes it easier to learn : D
[yī]: 一(one), 衣(clothes), 医(doctor), and many others
[qī]: 七(seven), 妻(wife), 期(period), and many others
There's no way to tell the difference. It's a big problem with Duolingo if you want to practice typing in Chinese. Whenever I hear a ta1 I make sure to switch to word bank mode and quickly check if it's 他 or 她, then back to keyboard mode. I imagine this issue will be magnified when I get far enough to have to deal with 它 too.
怎么样 is "how" (question word), so it specifically needs an answer to "how", that will replace it in the answer. 你怎么样？我很好。(You how? I [am] good)
Are they okay? is a general question, that can be answered with "yes". You can ask it as "她们好吗？是。她们很好" （ They good [question word]? Yes. They [are] good.)
The phrase "nĭhăoma / 你好吗" means "Are you good?". "tāmen zĕnmeyàng / 他们怎么样" means "How are they?".
The primary difference is that the first is asking "you", the singular person I'm talking to and the latter asks "they", the multiple that may not be who I'm talking to. By way of example I could simplify "how are those people over there doing?" to "how are they?", but I could not do that for "are you good?".
In a literal sense 你好吗 also presupposes you're doing good, whilst 他们怎么样 is neutral (think about the potential difference between asking "are you feeling good?" to "how are you feeling?" when someone is obviously upset). In practice 你好吗 functionally means "How are you doing?" so the primary difference is between you and they.
I would say that's probably 他们怎么了 not 他们怎么样.
"What is up with them?" seems to be asking why they are in that mood, not what mood they are in. That is if someone is really happy or really sad I might ask "what's up with them?", but I would not ask "how are they" - because I can already tell they are happy or sad.