Answer:
They arrived because they wanted to warn John Proctor that their wives being arrested. ... He arrived to arrest Elizabeth Proctor and to search the house for any poppets. He is a warrant and is the person that arrests the accused.
More:
In Act Two, it becomes frighteningly apparent that the accusations of witchcraft have gotten out of control. Elizabeth Proctor tells John at the beginning of the act that "there be fourteen people in jail," but by the time that Mary Warren gets home at the end of the day, that number has increased to "thirty-nine." It becomes personal when Herrick and Cheever show up at the Proctor's door to arrest Elizabeth, on suspicion of sending her spirit out to stab Abigail in the stomach with a needle. So, Elizabeth Proctor is chained and put in a wagon with a lot of other women, to be taken to the jailhouse.
Francis Nurse and Giles Corey are also victims to the out-of-control accusations that are occuring; the same night that Elizabeth is arrested, their wives, Rebecca Nurse and Martha Corey are arrested too. Rebecca is arrested for the "supernatural murder of Goody Putnam's babies," and Martha Corey for supposedly bewitching a guy's pigs so that they keep dying. Francis and Giles go to Proctor, because they are seeking help--they want to find a way to get their wives freed. They had already gone to the jailhouse but they weren't allowed to see their wives, so they come to John's house, desperate to come up with some sort of solution to get their wives released, as they are innocent of any crime.
John wants to help, but tells them to go home that night and that they will "speak on it tomorrow." He needs time to think, to sort everything out in his head. The next act shows the three men coming to the courts, and trying over and over to free their wives and friends.
