If the insect bites are itchy and swollen, it's okay to apply hydrocortisone cream 1% (i.e. Cortaid or other brand) twice a day as needed for 5-7 days. You may also give Benadryl by mouth every 6-8 hours as needed. If there is a firm redness that's spreading, if the area is painful, warm, or if there is crusty drainage that looks like pus make an appointment to have it evaluated.
For prevention, please wear long pants/sleeves and use insect repellant during the early morning/evening times when the insects are out. Insect repellant is fine for children if it contains <10% DEET. Often times, it is easier to apply if you spray it first on your hands then rub the spray on your children.