Hi Louise,
First things first,Jacarilla is nowhere near the Orihuela Costa,its in the vega Baja....
Your two eldest children will go to school either in Jacarilla (i think there is a school there) or maybe Bigastro just up the road.
To get NIE for yourrself go to Orihuela Police station and get application forms,as you go in the main door turn right and there is a little office where you can pick up the forms,you will need to take one of these each to the bank and pay the fee(6.80€ i think) i only did one two weeks ago and have forgotten the price already...!!
Then you will be given a time and date to go back and process and collect your certificate.
You dont generally need them for children untill they get to senior school age but while you are there you might as well do them all at once.
I am pretty sure Orihuela town hall is closed on a Thursday so bear that in mind.
By the way i think Jacarilla is a beautiful village especially the gardens around the Old Hacienda...
if you need any more help just ask...
Regards
Georgia