"They are not small."
Translation:Loro non sono piccoli.
The verb "sono" is already giving us information about the subject, therefore the subject pronoun (loro = they) in Italian is not really necessary, but it can be used if we want to emphasize the subject.
"sono" can be 1st person singular [(Io) sono = I am ] and 3rd person plural [(Loro) sono = They are] form of the verb "essere=to be". In this case we also have an adjective "small", which needs to be in plural (piccoli) and by using the plural form we make it clear that we are talking about "loro".