Think of teaching children English as a reverse of teaching children Spanish or something. The same techniques apply, only backwards. For instance, children learn really well when you can combine the words with songs and body movements. If you wanted a simple game to play, pick a couple of words you want them to learn. For example, parts of the body.
Choose a nursery rhyme you know. It's okay if they don't, you just want the tune.
Change the words of the tune to match some of the words you want them to learn. It's okay to repeat the words a lot, that's part of learning. When you sing the words together (you'd be singing them at first,) have the kids touch the part of the body in the song.
It also works for motions, like open and close, except they would mimic opening or closing drawers or something.
Picture Bingo is another one that can be good.
I would say to use your imagination. You don't need anything too fancy...some craft supplies and a stack of words you want them to know. Have them cut out fruit-shapes from colored paper with a little tab at the top. glue the tab to a piece of construction paper so that the fruit "flips up." Write "Apple" or such under it to make a flip book. All kids, ESL or not, learn best when they get their hands on something and can combine skills. The cool thing about little kids is that they think almost any corny thing is neat!