Getting a family dog is a family responsibility. Training the dog is part of those responsibilities. No matter what age your kids are, they need to understand how to treat the new dog and how to help the dog be a good pet for the house. Dogs of any breed and age do not know any better until they are taught what they are supposed to do and how to act much like children. This task doesn't have be difficult or no fun. In fact it can be a lot of fun for everyone in the house.
Before you start any training, you are going to need to do some research on the breed of dog that you have. You and the kids might find some very interesting things that can make training more fun. For instance, some breeds of dogs are meant to be used as hunting dogs. You can teach these dogs hide and seek out in the yard using the kids or even random objects. Other breeds are great at doing obstacle courses or doing tricks while playing Frisbee like you see on TV.