Calpurnia arrives at the courthouse with a message for Atticus that his children are missing. This is somewhat comical as the children are both in the courthouse at that moment, avidly watching and listening to Tom Robinson's trial. Calpurnia's entrance also occurs at a moment of high tension when Atticus has just finished summing up, urging the jury to do their duty and acquit Tom Robinson. This has the effect of defusing the tension somewhat at that particular moment.

Atticus was totally unaware up to this point that Jem and Scout have been following the trial so closely. As he has been powerless to stop them, he says they might just as well follow the whole thing through and hear the verdict as well when it is delivered. Having heard all the evidence which to any reasonable mind would appear to be heavily weighted in favour of Tom, Jem is confident that Tom will be acquitted. However, the opposite happens, simply because Tom is  black and discriminated against, and Jem is gravely disillusioned. Tom Robinson's trial is his and Scout's first major experience of adult prejudice and injustice, and it is an absolute eye-opener for them. Atticus, it seems, would have preferred them not to attend the trial, but he couldn't have hidden the outcome of it from them in any event. 

In Chapter 21, Calpurnia has arrived at the courthouse to give Atticus a note that tell him that Jem and Scout are missing and have not been home since just after one in the afternoon. The children are found in the colored balcony watching the trial. Atticus says the children need to go home to eat, but he says that they can return to hear the verdict.

Calpurnia comes to the courthouse to deliver a note to Atticus telling him Jem and Scout are missing, and have been missing for some time.

(Of course, they aren't missing; they are in the courtroom watching.)