It depends on the situation. With the phrase "They have written" we can think of a group of writers (they) who are still alive and say, "They have written many books." We are referring to their life, until now. Since they are alive, we can use a present tense with them, namely the present perfect (i.e., have written).
The second phrase is less common, but still possible. You might say, for example, "They felt prepared for the hearing as they had written many possible arguments." Here we are referring to a specific point in the past (they felt) and in preparation for that moment and previous to that moment they had written some arguments in preparation for what was, for them, a future event: The moment of the hearing.
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