Explain to the children the importance of whole notes and half notes. Tell them they are the key to understanding rhythm and how songs get put together to sound nice. Rhythm creates flow and a smoothness to songs. Play a couple of simple songs for them and point out the rhythm of the song, so they understand what you are talking about.
Break down the parts of a whole note for the children to understand. There are four counts in a whole note, so therefore a half note would be two counts (half of a whole note) and a quarter note would be one count (one fourth or a quarter of a whole note). Run through this a couple of times with them and quiz them about it until they understand the break down.
Apply the different counts to sounds. Demonstrate a whole, half and quarter note in sound, asking them to repeat it as they hear it. Then correct any notes that are not right. Work with them on this until they can hear the difference between the types of notes.
Practice, practice, practice. Children are highly adaptable and their brains can easily pick up new things, but they do need to practice in order to retain the information. Go through the different notes with them and give them an easy assignment where they can practice at home, too.