Ответ:

1. They (who?) have never been to any foreign (which?) countries.

2. We (who?) have already seen this new (which?) film.

3. His friend (who?) has translated two (how much?) English books (which?) into Russian.

4. They (who?) have never lived here.

5. They (who?) have sent us (for whom?) several (which?) telegrams (what?) lately.