Les is the plural "the" so I'm confused as to why we would also need "aux" as it is used as "the" in a plural form.
Can somebody clarify when we would use each one?
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The word aux is neither more nor less than combining à + les.
Therefore, if you find yourself writing à as in at, to, in, etc., followed by les, use aux instead of either of them.
J'ai envoyé des lettres à les premiers ministres.
J'ai envoyé des lettres aux premiers ministres.
This can even combine in unexpected places, e.g. titles of books.
Notre-Dame de Paris est peu sentimentale, comparé aux Misérables.
It's important to know that this only applies to les the definite article, not les the direct object pronoun.
— Est-ce que vous les lisez actuellement ?
— J'ai pensé à les lire, mais non, pas encore.
It might sound complex, but there are no exceptions, so that's a help.
Also, the exact same rules apply to au (à + le), des (de + les), and du (de + le).