"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.