There's a World of Beatrix Potter thingy in Windermere for the girls although I can't imagine that there is a lot in it. There is also a small cinema in either Windermere or Bowness. You'll probably have to drive to Penrith, Carlisle or Kendal for larger cinemas with choice.
There are also cruise boats on Windermere and Ullswater, I think that they run through October
Windermere Lake Cruises
Of course you can hire rowing boats on Windermere.
There's also a steam railway
Lakeside & Haverthwaite Railway
Frankly, apart from walking, there isn't a lot else, so make sure that they take their games machines etc with them.
And waterproofs.