Lynn wrote:What is the difference between hun, hen and ze?
If I'm correct, all of them mean "them", isn't it?
Not really. "Hun" primarily means "their", the other two don't. And to the extent that "hun" can be used at all for "them", which is debated, it's only as an indirect object. As a direct object, e.g. "Ik zie
", it's manifestly wrong (which doesn't mean you'll never encounter it...).
Is "hun" for the masculine but "hen" and "ze" for the feminine?
But why must one say
Ze doen hun boodschappen op de markt.
Ze doen hen/ze boodschappen op de markt.
Masculine and feminine have nothing to do with it, no. "Ze" is the word for "they" regardless of gender, and can indeed be used for "them" as direct object as well (not as indirect object). While "hen" is the normal word for "them" both as direct and as indirect object.
And the possessive ("their") is always "hun", which is why your example sentence can only be written with "hun".