"loro dove tengono i polli?" is almost right.
The pronoun "Loro" would only used for emphasis since the Subject is 'implicitly' in the verb conjugation.
It would still roll very badly without some meaningful, dramatic, pauses:
"Loro. Dove tengono i polli"?
"Dove tengono i polli, Loro?"
"Dove, Loro, tengono i polli"?
The example is a bit off since the use of a pronoun (Loro) imply some context already established.
If out of the blue I would want to ask where "(the) Americans" keep their chickens the sentence "Dove gli Americani tengono i polli?" would sound much more natural than using the pronoun.
As @Dag and @Federico-Poloni pointed out in the comments
"Dove tengono i polli gli Americani?"
would be the best version.