As others have said there’s a lot to do in Chicago already but if you want tk go outside Chicago you can get a train or drive out to smaller towns like Lake Geneva for day trips.
You can also get a train to St Louis where they have an amazing children’s museum (depending on the age of your kids). You can literally spend all day there and kids will have so much fun.
https://www.allaroundstl.com/reviews/places/city-museum/
i like how they have children’s museums in the US along normal museums and some of them are so big with so much to do. We’ve also been to the children’s museum in Indianapolis which was amazing.
Depending on how much driving you want to do you can drive up to a Michigan, there are a lot of pretty small beach towns along Lake Michigan. Holland Michigan is a pretty town with a Dutch heritage and has a fun Dutch village: https://www.dutchvillage.com/
You can drive up north to Wisconsin where there are many places to visit and if your kids like water parks Wisconsin Dells is supposedly the water parks capital of the world.
Having said all that make sure you Orlando properly to avoid spending too much time driving since you only have 5 days.
For example we’re planning a trip to drive around Lake Michigan soon with stops at towns like Holland, Traverse City etc in Michigan ending at Mackinac Island and then drive back the other way but spread over a week so make sure you leave enough time to enjoy your trip rather than spend too much time driving.
https://m.youtube.com/watch?v=ZQkz-mDmURs&pp=ygUPTWFja2luYWMgaXNsYW5k
if you’re an outdoorsy family you can go to the state parks like starved rock for hiking or cave tours in Indiana the next state to the south.
Have fun, we love Chicago.
Also when next year are you coming as that will determine what you can and cannot do. If it is summer make sure you go on family bike rides along the lake, so beautiful. Segway tours are nice as well and the architectural boat tours. The museums are nice, spend time at Millenium park especially if you can watch a free movie or show: https://www.chicago.gov/city/en/depts/dca/supp_info/millennium_park7.html