To express someone's profession, you would usually say:
{subject} {to be} {profession}
example: Io sono professore di italiano.
To express the profession or quality of an unnumbered subset of people in a numbered group of people you would usually say:
{subject (subset of a bigger group)} {to be} {articolo partitivo} {profession/quality/characteristic}
The same form can be used to express a quality:
{subject} {to be} {articolo partitivo} {profession/quality/characteristic}
example: Puoi fidarti di Luca e Paolo, sono dei bravi ragazzi.
An "articolo partitivo" is the combination of the preposition "di" and a definite article. It is used to express an undetermined quantity of something in a group. You can also find it used as the plural form of the indeterminate article it is composed of.
In your example, if the intention was to express the profession of the subject "loro", loro sono poliziotti
is the correct form. Still, you can hear loro sono dei poliziotti
used to express a profession.
loro sono dei poliziotti
would be correct if dei
was actually used as a partitivo, to indicate that "some guys in a counted group of people" are poliziotti.