Translation:Wij hebben ze.
'hen' is the personal pronoun 'them' (which is the case in this sentence).
'hun' can be 1) the possessive pronoun 'their' and 2) the personal pronoun 'them' when it's an indirect object without the preposition. In such cases 'hun' replaces 'aan hen'/'voor hen': 'I give them the book' 'Ik geef het boek aan hen ' or 'ik geef hun het boek'.
But it's worth noting that even the Dutch ignore this rule when speaking or writing and simply use "hun" for both direct and indirect "them".
I agree for the speaking part. In colloquial speech it's often ignored. In (official or professional) writing, the correct form is used.
And when learning a language one must learn the correct form. After one has become completely fluent, then one can be as sloppy as one desires.
wij, zij and jij are stressed pronouns (they are used to put a special emphasis on the pronoun) while we, ze and je are unstressed (they are the one you mostly use).
The thing is that in English we don't have a different way of writing pronouns when emphazasing them, we add emphasis through intonation (though with some pronouns there may be some differences in pronunciation, read this article if you're interested: http://martinweisser.org/courses/phonetics/connect/weakForms.html ), so that kind of makes it harder to get it.
Hope this helps.
Could an alternate answer be "wij hebben hen"? (It was not offered in this case, but just want to check!)
'Ze' can refer to both people and things, 'hen' can only refer to people. Therefore, 'ze' is probably used more often.