There are some great resources out there now, Alhamdulillah! Although they aren’t on Umrah in particular, the concepts are the same (Hajj will have some extra info – which is always handy to know anyway and can come in useful when going to see those important sites such as Mina, Muzdalifah, etc).
Not only will they be beneficial for the kids to learn, it will also give them something nice and useful to do when sitting in the haram
Here is a workbook on Hajj for kids by Qfatima:http://www.qfatima.com/index.php/q-shop/qcalendar-qshop/infants-hajj-workbook-detail
And a workbook on Hajj for older children:http://www.hujjatbookshop.co.uk/tayyiba/hajj-islamic-funbooks.html
And here’s one for the Prophet when in Medina:http://www.hujjatbookshop.co.uk/tayyiba/the-holy-prophet-islamic-funbooks.html