They would be living in an environment of intense radiation, electromagnetism and plasma. It is a constantly bubbling, shifting environment that occasionally explodes. Out side of the photosphere is the corona which is an aura of hot plasma surrounding the sun.
The closest analogy would be if fish living in a boiling ocean covered in clouds of steam could see the moon.
My first reaction would be no because of everything flying away from them. Then I thought about it and realized that any technology they developed would be based on radiating energy at something to see it.
They live in a world that touches everything in radiation and plasma. They may very well use that to detect what it brushes up against. Almost like their entire world is sending out a sonar ping they can watch. Of course that ping is made up of radiation and plasma but it has the same effect. So they should be able to see the planets in the solar system and maybe if they are advanced enough pick up the radiation of the bigger planets like Jupiter and Saturn. They may not see the rest of the stars though since the sun's magnetic field would most likely overwhelm any incoming radiation.
They may assume any world that doesn't radiate doesn't have life.
This could be a problem if they feel they have to radiate at everything to see it. They could cook the first humans they come along when they try to look a them with plasma and radiation "pings".
This question reminds me of "sundiver" by David Brin where a science team is sent to the sun to investigate "ghosts" living in the sun's photosphere.