Excellent answer from analog.universe.
Just to expand on this a little bit. A lens can only be physically focused to one specific distance (or at the long end of the focus range, it's just at 'infinity'). So you could never actually get the lens to focus on each child separately. However, if both of them were the same distance away from the camera, then focusing on one of them, would have them both in focus.
So when talking about the focus points on your camera, there are two 'modes'. There is automatic point selection and there is manual point selection. Manual point selection is easy, you choose one of the points, and that's the only one the camera will use. But with auto point selection, the camera may use any of the points (you probably have 9 or 11 points, I think).
I'm sure you've seen situations where more than one of the AF points lights up. That doesn't necessarily mean that the camera is focusing on all of those points...but it does mean that those points are the same distance away, so they will all be in focus. So for an example like the one above, with people side by side, you may get an AF point of both of them to light up (but don't worry if they don't). But if, for example, you had a group photo with multiple rows of people, you could never get the AF points to light up on people in different rows (unless you were really far away) because they are likely different distances away.
But, as analog.universe talked about. We need to think about the Depth of Field (DOF) along with the focus points/distance. To get both kids in focus (or the rows of people), you might need a deeper DOF, which is done by using a smaller aperture (higher F number).
Other factors that influence the DOF are the focal length and the distance to the subject (focus distance).