Они пойдут на концерт? is a pretty correct, idiomatic, and acceptable sentence.
The choice of the verb in the pair пойти — поехать depends on context.
If it goes about a concert hall where audience enters it walking on foot and the question is about potential visitors, then the default verb is пойти, while поехать will be used only if ‘they’ live so far away that it completely excludes walking all the way, for example, they are now in another country, in a distant town, so far away the transport should be inevitably concerned: поехать will be used if you ask about a rock band and a concert in another town where different bands will play and this band is also invited but still hesitating whether to take part of not. Or about devoted fans, but also ‘they’ and ‘the concert’ are quite a way apart. In short: поехать is not needed unless the concert is in a far-away place.
As for the aspect, it depends upon the situation. If by that question you want to know if ‘they’ will go to the concert, if ‘they’ will take actions to get closer to the concert hall, then the perfective aspect is needed:
Они пойдут на концерт? — Will they start moving from their place to the place where the concert will be? (will the action start?)
If you use the imperfective aspect, будут идти, the meaning will be more about the present:
Они будут идти на концерт? — Do you/they now think they will go to the concert? (is the situation now such that in the future they will go to the concert?)
If your intention is to find out whether ‘they’ will be at the concert, then the perfective verb прийти is the best choice:
Они придут на концерт? — Will they come to and stay at the concert?
However, note the go vs. come difference in the pair пойти — прийти.
UPD. In fact, using the present tense verb is also OK (only imperfective aspect verbs can have present tense). Они идут на концерт? means “Are they going to the concert?” both in the meaning of ‘on their way right now’ and also ‘planning to go’.