Translation:When are your parents coming from Mexico?
Furthermore, besides being a question word, cuándo is an (interrogative) adverb in this sentence. So this is one more additional reason that RyagonIV is correct. Spanish likes to keep adverbs close to the words they modify.
quote by RyagonIV:
"Cuándo vienen" has to stick together here.
The "x" is a hangover from old Spanish. It sticks around in proper names which predate the standardization of the use of "j." Because Duolingo uses computer-generated speech that was only configured to accommodate contemporary pronunciation, it gets "México" wrong (as it would Don Quixote, Oaxaca, etc, as well).
padres de México
― parents from Mexico
― Mexican parents
a quote from the Internet:
"Alex Méndez, jugador de 18 años e hijo de padres mexicanos, marcó los dos goles con los que la Selección de Estados Unidos se impuso esta noche 2-0 a México para proclamarse Campeón del Preolímpico Sub-20."
― Alex Mendez, an 18-year-old player and son of Mexican parents, scored the two goals with which the U.S. team beat Mexico 2-0 tonight to become U-20 Pre-Olympic champions.