It depends how sick they are... it's actually really unhealthy to have virus infected air circulating the house so opening up the windows and doors if the kids are in bed is a good idea. But I'll also have them nice and warm and do this through the day if they are very sick. People think the cold air makes them sick but it's just the fact that peope spend more time indoors and breath the same air. Then again when it isn't as humid a sneeze will travel futher in cold air. Cold air on it's own doesn't make you sick (unless of course you have something like asthma, it can irritate it).
If my kids are well enough to be outside I just tell them no running around and over doing it. The sunlight and fresh air are good for them though