The Half Fare Card is checked on the train, so during purchase you do not need to do anything but indicate that you have the HFC. You also do not need to have the HFC already in your possession to buy tickets.
The Swiss Family Card should have been automatically added to your HFC if you entered your children correctly on the purchase form, and ticked the Family Card checkbox. If you forgot to do that you can correct that at a station in Switzerland.
With the Family Card the kids travel for free, so you do not need to buy tickets for them. You only buy tickets (at half price) for the adults. So for Milano to Grindelwald the children would only need a ticket as far as Domodossola, provided you did not forget the Family Card during purchase.