Learn Italian: Devono chiamare subito il dottore. - They have to call the doctor immediately.

It is built right into the verb. The form devono specifically means "they must" or "they have to." You could include loro (they) at the start, but Italians usually leave it out because the verb ending already tells you who is doing the action.

Why is the verb chiamare in its dictionary (infinitive) form?

This is the main rule for modal verbs like dovere (to have to). You only conjugate the first verb (devono) to match the subject. The second verb that follows it is always left in the infinitive form (chiamare).

Does devono mean "they must" or "they have to"?

It means both! In English, "must" and "have to" can feel slightly different, but in Italian, the single verb dovere covers both of those ideas perfectly.

Why does subito come before il dottore?

In Italian, adverbs like subito (immediately) usually go directly after the verb they describe (chiamare). While English prefers "call the doctor immediately," Italian naturally structures this as "call immediately the doctor."