How can I tell the kids that their father is unemployed?

Be honest. Kids know dad's not working. They are pretty observant, and know that the routine has changed. There will be disappointment in their lives too, and it can be a growing experience to see dad work, better himself, and get back into the search. Trying to pantomime that he's still working is insulting children's intelligence. Reassure them that the family is secure and stable to reduce their worry.