We don't always follow "belong" with "to". We do if we are talking about possession (The book belongs to me, the car belonged to him etc).
Here, "to belong" means "to be appropriate".
Van Gogh paintings belong in a museum = A museum is an appropriate place for them.
Criminals belong in prison = Prison is the correct place for criminals to be.
Animals belong in the wild, not in a zoo = Animals should not be kept in a zoo, they should be allowed to live in their natural environment.