Yvonne, I can assure you that they will adapt within a short time; however, you will need to help them to overcome their initial difficulties. Talk to the school, try to find them Spanish friends in your neighbourhood that you should invite to your home so that you can observe their interaction, watch Spanish TV, as Cath rightly says, so that they become used to the sounds of their new language... there is an excellent Children's channel, Clan, run by the official channel TVE which should delight them
In general, I always advise parents moving to Spain to have someone teaching some elementary Spanish to their children BEFORE moving to the country; however, this is not always possible, but do not despair, it will only take more time.
Soon, Spanish will become their main language for communication. Then, you will face a different challenge: to keep their English skillls up to scratch. And you will need to work on that. We are not born knowing how to speak any particular language, including our mother tongue. Languages are acquired through a complex learning process that never ends.
Fortunately, a child's brain is like a sponge, ready to absorbe knowledge. But remember that the school is not the only place where they learn skill. Their home is also a learning place.