In Chinese it will be "Tamen zai ying guo ma?" But I studied that we use shi to connect nouns, so can we also say: Tamen "shi" zai ying guo ma? Is it also grammatically correct?
It's just easier for me to understand and remember...
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No, unlike the English language which needs "to be" to express this, you don't need the copula shi 是 to describe the location of someone or something.
You just use zai 在 (or, for example, 位于) to express this.
Saying 他们是在英国吗 is possible, but the shi in that sentence has a different function: it adds emphasis.