Me, my sister who is 11 weeks pregnant and my 2 children who are 3yo and 9mo had been exposed to a relative with mrsa what to do?

Nothing specific: As parents you need to be vigilant at all times as you inspect your kids during bathing & activities. Mrsa staph is everywhere, and accounts for >70% of the staph infections seen routinely in clinics around the country. I expect every child or adult has some exposure to MRSA strains every week, but most do not develop infections with it.