"Are they Chinese?"
Translation:她们是中国人吗?
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吗 (ma3) is used to indicate a yes/no question (i.e., a question that is answered by 'yes' or 'no'). Basically, take a statement and add 吗 at the end and it becomes a question as to whether that statement is true or false.
For yes/no questions, you can use an alternate structure that repeats the verb along with a negation. This structure makes the 吗 redundant.
Here are some examples of what this means in practice:
她们是中国人。They are Chinese. (statement of fact)
她们是中国人吗? Are they Chinese? (yes/no question)
她们是不是中国人? Are they Chinese? (also yes/no question)
Questions that are not yes/no questions typically have a question word (e.g., 谁 (shei2, who), 哪里 (na3li3, where), 什么 (shen2me, what) to act as a placeholder noun. These replace the subject or object in the statement sentence, for example
她是谁?Who is she?
她是我妹妹。She is my younger sister.
This is really complicated and something Duolingo does not teach well, so I would recommend looking into serious grammar books, if you're really interested in learning about the grammar.
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I think of ma as "is that correct?" Or "right?" So, you take a statement, and add ma at the end to turn a statement into a yes/no question.
The same because they are pronounced similarly? No, no, nononononono. No. 什么 ("shenme") is "what." The 么 "me" only goes with with 什. It is in no way interchangeable with the particle 吗 "ma." Chinese has so many identical-sounding homophones, so don't make the mistake that sound-alike means means-alike for individual characters. Context is crucial to distinguishing them, which is why so many "words" in modern Chinese consist of two characters: that way it's more unique. A single tone of a single phoneme by itself can stand for as many as 15 or 20 characters.
Back to the point at hand, you can ask questions by putting "what," as in "what is that?", or you can ask them by putting a declarative sentence and making it interrogative by adding 吗 to the end, as in "you have my phone" --> "do you have my phone?", or any number of other ways described above. But you can't mix and match.