My suggestion would be to start researching adoption books. There are tons of books out there that tell how families came to be.

Amazon.com is a good place to start.
Tweety is right, deeper questions won't come until they are older. Keep up the talks because they will feel comfortable asking questions if they feel that you are willing to talk about it.
These boards are also a good place to discuss things with people to see how they have handled certain situations.
All my best to you and I'll remember you in my prayers.