"Siamo bene" o "Siamo beni"?

Bene is not an adjective. It can be an adverb or a noun (but only in the sense of a good or a property, or for denoting the abstract quality of goodness, see the linked page on the dictionary).

If you're trying to translate “We're well”, then it is Stiamo bene, because Italian uses stare, not essere, in this case.