In chapter 21, Calpurnia comes to the court to give Atticus an important message. That message is put in an envelop and with the permission of Judge Taylor given to Atticus. Here is the text:
Judge Taylor nodded and Atticus took the envelope from Calpurnia. He opened it, read its contents and said, “Judge, I—this note is from my sister. She says my children are missing, haven’t turned up since noon... I... could you—”
As you can see, the message is about the children. They did not come home and Calpurnia is understandably worried.
The children are actually in the court; they have been listening to the proceedings all along. They have been sitting with Reverend Sykes. When Atticus finds this out, he orders his children to go home with Calpurnia. However, Jem pleads to stay and wait for the verdict. Atticus relents and allows the children to stay. Hi allows them to stay, because they have stayed for the whole case anyway. They might as well as listen to the verdict.