Learn Finnish: Onko ne jo naimisissa? - Are they already married?

In spoken Finnish (puhekieli), it is standard to use ne (which normally means 'those') to mean 'they' instead of the formal he. When you use ne for people, the verb always takes the singular third-person form. So, instead of the formal ovatko he, spoken Finnish uses onko ne (literally 'is they').

Why does the word for 'married' (naimisissa) end in the -ssa ending?

In Finnish, being married is treated as a state you are currently 'in'. Naimisissa literally means 'in marriage' using the inessive case. If you were talking about the action of getting married, you would use the 'into' ending instead: mennä naimisiin (to go into marriage).

Could the question particle -ko be attached to a different word here?

Yes, but it changes the focus of the question. The -ko particle attaches to the specific thing you are asking about, which then moves to the front of the sentence. Onko ne jo naimisissa? asks if they ARE already married. If you asked Neko on jo naimisissa?, you would be asking 'Are THEY the ones who are already married?'