"They go to church on Sundays."
Translation:De går i kirke om søndagen.
I understand where you're coming from with the connection between the English "to" and Danish "til". In this instance, however, the only acceptable form of "to go to church" as in attending service or other religious events in a church, is "at gå i kirke", lit. "to go in church".
I don't know if you're Danish or not, but I just asked a Dane which said that they do normally use 'går i kirke' but you can also use 'går til kirke', where the latter is older Danish. Just like how in English you can also say 'I go in church', just that it's used less often.
Neither are completely correct. And, a clarifying question, do you want to convey the same sense as "De går i kirke om søndagen." where "går i" means the same as "attend" (They attend church on sundays.)
"De kommer om kirke om søndagen." - Here "om" sounds like you mean "about/around". If you want to say that they arrive at the church on the sunday, you use the preposition "til" and you need to make "kirke" definite.
"De kommer til kirken om søndagen." - They arrive at the church on the sunday.
"De tager afsted hen til kirke om søndagen." - here "hen" is not needed. "De tager afsted til kirke om søndagen." - They leave for church on the sunday.
You use "hen" to imply direction, so you normally use it with verbs that talk about movement, like "at gå" or "at køre" (Jeg går/kører hen til kirken om søndagen.).
Also note that your two sentences does not imply a habit of arriving or leaving for church on sundays. It sounds more like you are listing things that happened on specific days.
That depends where you use them. Prepositions are often difficult to get a grasp on and often even more difficult to translate because they don't match across languages.
But, In time references using days of the week "om" is used to show habitual behaviour. So "om søndagen går jeg i kirke" means that it is a habit for you to go to church on sundays. "I" with days of the week is used to describe what happened in the recent past (but you put an S on the weekday). "I søndags gik jeg i kirke." means "last sunday I went to church.". "På" with days of the week means "next coming". So, "På søndag går jeg i kirke." means "This sunday I'm going to church."
Note this only relates to days of the week, the system for months is different.