If you were already a Canadian when some of them were born, they have a claim to Canadian citizenship themselves. If not, you can sponsor the ones that are under 22 when you apply and are not yet married or in a common law relationship. During the processing of the sponsorship, they may not marry or they will lose the dependent child status. If they are over 22, they can only be sponsored if they are full time students since before the age of 22 and financially dependent on you and also not married and they would have to keep that status until they get their PR.
If they are married or over 22 and not students, you could only sponsor them under family class in Manitoba or Saskatchewan and you'd have to be living there for a year or more yourself. In Saskatchewan, they would also need a job offer.