Hi Sinny1,
As you live in England, assuming your children are not at a special school then you just need to send a letter to the headteacher. (Having a statement or EHCP or being in a unit attached to a mainstream school doesn't affect this process; it's only children attending special school to whom a different process applies.)
You can find sample deregistration letters here: www.educationotherwise.net/ by clicking on the "HE and the law" tab.
Sometimes school staff think they have some discretion in this, and that you need permission to remove your children from school. This is not correct.
Having received the letter, the school must remove the children's names from the register and inform the Local Authority. LAs vary as to what they do next, but you will probably hear from your LA at some point in the next few months. At this stage, they may ask you for information about your children's education, or ask to come visit your home.
I suggest that you then post back here to discuss your options. It is worth knowing at the outset that you don't have to agree to a home visit, but most HE parents agree that it is unwise to ignore communications from the LA completely.
To me, it seems that the most important things to bear in mind in the early days are these. First, there is no hurry, as you don't have to worry about your children "falling behind" the rest of the class and can go at their own pace. Second, you don't need to approach their education with a view to creating a paper trail or documentable learning. You are no one's employee and you don't have to prove anything. It is all about giving your children the education which suits them best. So just look at them and whether they are getting what they need, rather than looking over your shoulder and thinking "if she were at school she'd be doing such-and-such".