Don’t aim to go far from swanage
The traffic is really bad and since the ferry is out of action it is even worse through corfe.
Putlake farm is fab for the little ones, it’s a short drive/bus into the next village and has a huge indoor play barn if it rains. Decent tea shop too or take a picnic
Kids love the 2p slot arcades.
Swimming pool at either of the caravan parks at each end of town are open for non residents
Nice little play area at a few of the pubs eg crowd nest so kids can play whilst you wait for food
Steam train into corfe and then model village for lunch is a brilliant day out. But not cheap adding both together.
Check out the tourist centre along the beach front for other ideas and what is on locally.
Crabbing on the pier with a cheap line and some bacon is a popular thing to do.
Beaches are great and if it does stay dry I doubt you need to do anymore than that.
There’s a small cinema in the town if it rains really badly but not always showing a film and not every day by any means. It’s called the mowlem theatre so can check on line.
Have fun. It’s a great place to holiday with little ones.