The first sentence is correct, informal English. The second is also correct but the form is not often used so it may not be understood. In formal English you might say: To whom do the dolls belong? Or, more specifically, To whom do these dolls belong? I would use the first sentence. It's a good one. You don't have to be holding the dolls. You could be pointing at them or have some other way of indicating that these are the dolls you mean. If they are the only dolls in the room you don't have to indicate anything.

The first sentence is a valid question. The second is not a good question.

Whose dolls are these? ------------meaning your holding it Whose are the dolls?-----------------your just pointing it I think thats the only difference between the two.