To be honest, Scout and Jem encounter a couple of different reactions to their appearance at Calpurnia's church. First, it is very obvious that Calpurnia is very excited to have them attending her church. She works very hard making their clothes and the children themselves presentable for her friends.
However, when Calpurnia and the children arrive at the church, they are first accosted by a lady named Lula who wants to know why these 'white children' have been brought to their church. She very specifically states that they have thier own church and do not welcome Calpurnia there so why should they welcome the children at First Purchase?
Consequently, a large congregation squeezes Lula out and tells Calpurnia and the children to pay no attention to her. The rest of the members of the church are happy to have the children there because it is their father who is representing Tom Robinson, a very prominent and well-known member at First Purchase. It is obvious that their acceptance of the children comes from their families acceptance of Tom and his plight. The Finch family is held in very high regard by the church, and Atticus Finch's family is welcome there whenever they would like to stop by.
The reception at Calpurnia's church is mixed. The first woman to approach them is decidedly unfriendly, and essentially says that they have no place there. Scout gets a strong sense they don't belong.
Others, though, make them welcome.