Before anyone says anything, no I'm not a parent atm nor do I plan on that happening. I haven't reproduced. The world is still safe, ok.

In regards to the question however, I am writing a story/fan fiction piece right now. To cut to the heart of it, I need to take the protagonist into an uncomfortable area that many parents face since he's a guardian of 3 individuals with the minds of children/pre-teen minds. They aren't from Earth, don't know about humans, haven't experienced our way of life, etc....

My question for the parents out there, how do you tell your child what just happened if they witness someone being killed? Baring the plausibility of it, since news stations can have delays to address issues of violence I believe, the 3 children witness an indicent on a news program where an individual is taken hostage and dies during the attempted rescue. The three children run away from the protagonist as they believe him to be evil as well. They sit down, and the protagonist tries to explain what has just happened. This is where I find myself struggling since I am not a parent. At the same time, I am an individual that went through a problematic experience since I saw my father die from a heart attack when I was 3 and had other incidents happen beyond that when I grew older.

tl;dr version:

I'm writing a story. The protagonist is looking after 3 individuals who can be classified as children, and they come from another world. As a parent, how would you explain to a child what they just saw if they saw an individual hurt and/or kill another person?

You tell them everything will be alright, that they are safe, but what they saw was terrible. Ask if they are ok, and tell them the truth to the extent of any questions or concerns they have. No point in lying.