Do they say o talk about Madeye dying in DH1?

Yes everyone is at the Burrow when George is on the couch, and Bill says May-Eye's dead, and that Mundungus took one look at Voldemort and disapparated away.

Bill mentions it @ the burrow but we don't see his death

Yes they do... we don't see him die but they still tell us he dies...

I bit they really did not explan much