Playground Double Swing

A swing is a seat, often found at playgrounds for children, at a circus for acrobats, or on a porch for relaxing, although they may also be items of indoor furniture, such as the Latin American hammock or the Indian oonjal. The seat of a swing may be suspended from chains or ropes.I would refer to that as "playground equipment". In regards to your example sentences: For the first, I would just specify what specific piece of equipment ("Our children are playing on the slide") or just speak in a generalization ("Our children are playing at the playground").