It's not true, or at least the sources are lying.
Here is what the Pravda article linked in the question says:
The FBI agents, who eliminated Boston terrorist Tamerlan Tsarnaev, died as they fell out of a helicopter, the press service of the FBI said.
How ever, when checked against other sources, like The Telegraph, Bloomberg, The Time, Chicago Tribune and others never mention the Boston bombing. Not just this, but, the agents were part of the FBI's Hostage Rescue Team and all the sources reference to the same event back in February, as the last major event in the unit took part in (the bombings were Apr. 15th):
In February, members of the team rescued a 5-year-old boy from a small underground bunker where he was being held hostage by a 65-year-old man. The kidnapper was killed by agents.
This article from ABC7 news lists the some of the unit's actions and doesn't list the Boston Bombings or the man hunt after the Tsarnaev brothers.
In 2011, two team members helped apprehend a Somali man who prosecutors say is the highest-ranking pirate whom federal officials have ever captured. Mohammad Saaili Shibin was the chief negotiator for a group of pirates who took four Americans hostage aboard their yacht and later killed them. Unlike the other pirates in the case, Shibin was arrested in Somalia. In August, a federal judge sentenced Shibin to a dozen life sentences.
Team members also responded to the 1998 U.S. Embassy bombings in East Africa and have been deployed to Iraq and Afghanistan.
Domestically, their resume includes rescuing nine hostages held at a federal prison in Talladega, Ala. in 1991 by Cuban inmates who were rioting to prevent their return to Cuba. In February, members of the team rescued a 5-year-old boy from a small underground bunker where he was being held hostage by a 65-year-old man. The kidnapper was killed by agents
Most importantly, it seems that the FBI wasn't involved in the shooting of Tamerlan, and that he was killed ether by Boston Police or by his brother. All reports talk about police and none of them mentions the FBI.
An eye witness report
Another news report
And here are some pictures from the manhunt clearly showing SWAT and police forces, and not the FBI:
Lastly, here is a picture from the arrest of the second brother (possibly NSFW), the FBI agent in the photo doesn't wear any protective gear, while the ATF/Police officer does, which means that the FBI agent wasn't part of the FBI's Hostage Rescue Team, and probably wasn't doing the shooting.