here. It has lots of games and activities to help kids be prepared. Most kids could tell you exactly what to do if the fire alarm goes off at school, but could they tell you what to do if it went off at home? They should, which is why you should be ready.
As a side note, the more your kids are prepared the more they will (most likely) remain calm in an emergency. Remember the more kids have a chance to do something and practice the better they act in time of the actual event. (This is true of adults too). Have mock emergencies, where you act out what you will do. It adds a great piece of mind. Teach them young and often, and you should have no problem at all.