Meaning: This sentence means that the group of people is approaching or arriving at a place or person. It's a way of indicating their movement towards a specific destination.
Choice of Words: "They" is a pronoun that refers to a group of people. "Are" is a verb that indicates a state of being or existence. "Coming" is a verb that describes movement towards a place or person. When you put them together, "They are coming" means that the group of people referred to is moving towards the speaker or the location where the speaker is.