Translation:Yes, they always study for class.
Either will do in English for this sentence. "To study for class" means to always study for every class - to always be prepared for each class. "To study for the class" means to always study for each class in a particular subject - a class that meets at a particular time. It's just more specific, without actually identifying the class.
With respect, you are wrong. Saying, "I always study for class," is a blanket statement, implying that the speaker always studies for whatever classes they are taking, and is an abbreviated way of saying "I always study for my classes," or "I always study for all of my classes." Saying "I always study for the class," implies that the speaker is speaking about a specific class, but is kind of awkward and unnatural and would be better stated as "I always study for that class," or "I always study for 'insert subject matter' class."
You don't need to add 'the class'. Sometimes in Spanish you add the 'el' or 'la' in front of a noun and you don't say 'the' in the sentence. So in this case, 'the class' or simply just 'class' would be acceptable.
When you are going to or you are physically located ‘at home’ or ‘in class’, you should drop the article.
English: I’m at the house (I’m at home). Español: Estoy en casa.
English: We have to go to class. Español: Tenemos que ir a clase.
As an exception to this, when you aren’t talking about these places in terms of their physical location, you should include the article:
English: How many students are there in the class? Español: ¿Cuántos estudiantes hay en la clase?
Estelle0 As I have found lately, one man who says the sentence we're supposed to write is very unclear many times when saying "ellos", and many other particular words in which he swallows the last consonant. If you were to listen, you, too, would think he said "ella" definitely not "ellos" which for the past year is spoken like "Ajos" Sometimes I can catch his misspoken words if followed by a correctly spoken verb which lets me catch the right pronoun etc.