Translation:Where did they go?
The best translation should be "where were they going" since the French imparfait implies a duration in the past. "Where did they go?" means that they have arrived now. So the French should be "Où sont-ils allés ?"
I think I had deleted my comment by the time you responded. I did so because I saw that someone else made a topic before me about this skill section mixing up all of the past tenses. Your clarification is helpful, though, thank you. :-) I think I will have to take out my old French schoolbook to really get accustomed to the subtle differences in past tenses.