Ellos Vienen

Hola Shai

Yes, literally this: "Ellos vienen del cine" would be "They come from the cinema" but as this would sound as if they were born there, it's using the tense that clicks better with what it means: they are arriving from the cinema, they are coming from the cinema or they've come from the cinema - using the simple present "they come from the cinema" sounds unnatural.

I hope this clarifies it.

Saludos