"How do they live?"
Me too! Why in some sentences it's possible to use both il pronome e il verbo in forma di personale, and in others they count it as a mistake?!
You should say come vivono loro? I think that it sounds better..sorry if my english is bad
'Vivono' already implies 'They', so there's no need for the extra 'Loro'.
I think if you use loro it places a lot of emphasis on the "they" it seems to be mostly questions where they drop the pronoun