Jayemwhite Firstly I am so very sorry. This is terrible for all of you. May I suggest you just stick by her and try not to suggest how she should feel, especially at this early time when she is in shock? She will go through a gamut of emotions and will need strong support. Most of all, make sure you instil in her that this is not her fault and she has done nothing wrong. It is possible she will have feelings of self-doubt about this sometimes so be there to strengthen her. There is no reason why you may not let her know you are angry with him. Your more objective view of the situation will help her, but her feelings will be many and possibly confusing so please just be there for her and try not to force anything on her at this early stage.
I really am so very sorry for her and the children and you too. However, as we always say, if this is the kind of weak-willed, selfish, uncaring man he is, then they are better off without him. Many mothers and children have a better life without the immature and irresponsible father living with them. However, at first the children may feel abandoned and as if he does not love them and think they are to blame. I would advise your daughter to go to her GP and ask for Counselling support for her and the children.
Good luck to you all. Women are the stronger sex in my experience, your daughter will come through this and so will the children, just stick by them and show them you love them. With love to you all L. 