पढ़ते हैं should also be accepted here.
However if we were sure that वे(ve) referred to a group of girls/women, then the ending would be पढ़ती हैं ।
Let's replace the ambiguous वे.
लड़का किताब पढ़ता है - The/A boy reads the/a book
लड़के किताबें पढ़ते हैं - The boys read the books
लड़की किताब पढ़ती है - The/A girl reads the/a book
लड़कियां किताबें पढ़ती हैं - The girl read the books.
Notice how the पढ़ती remains the same whether it's one girl or several girls.
What do you mean by the English sentence 'They study those books'? I would understand it to mean that they are looking at the books closely (à la Sherlock Holmes). When used this way, 'study' cannot be translated as पढ़ना. It would be something like वे उन किताबों को बारीकी से देखते हैं.
If you instead mean that they are studying from the books, that would be ' वे उन किताबों से पढ़ते हैं'