I would say it totally depends on what their experiences have been.
In my case, I didn't have to explain -- "Dad drinks and is mean and violent" was so much part of their awareness that when I left, they never asked why, they asked "why didn't you leave sooner?" And there was also no way to say "Dad loves you and will always care for you" to kids who had just heard their dad threaten to kill them. So, you know, it's all about what they already know.
Mine were about that age when I left. I think listening will be important -- letting them ask questions, and answering them honestly. And I'd get them a therapist if you can afford it. Because sometimes, they'll have questions they're not comfortable asking either you or their dad.