Learn Croatian: Nemaju novac. - They do not have money.

Usually in Croatian, you make a verb negative by putting a separate ne in front of it. However, the verb imati (to have) is special. The negative ne merges with it to create a completely new verb: nemati (to not have). So, 'they do not have' is always nemaju, never 'ne imaju'.

Where is the word for 'they' in this sentence?

You don't need to say the word for 'they' because the ending of the verb already tells us who is doing the action. The -ju ending on nemaju specifically means 'they do not have'. You would only add a pronoun like oni if you really wanted to emphasize it.

The word novac (money) is the object they don't have. Why didn't its ending change?

Because it is the direct object of the sentence, novac is in the accusative case. For masculine nouns that represent things rather than living beings (inanimate nouns), the accusative form is exactly the same as the dictionary form. So novac stays novac.