Police have arrested two men in connection with the robbery
This is a statement in the active voice. There is a subject (police) a verb (have arrested) and an object (two men)
Police have been arrested two men in connection with the robbery.
In this sentence, the verb has changed to passive voice (has been arrested): like this, it is not grammatically correct. To use passive voice correctly, you omit the subject (police) and move the object (two men) in front of the verb:
Two men have been arrested in connection with the robbery.
We generally use passive voice when we don't want to say who is doing something: this works because the subject is omitted. Here is some more information about passive voice
It is possible to specify the subject (or agent, as it is called in passive voice) by linking it to the verb using the preposition by.
Two men have been arrested by police in connection with the robbery.