They would probably be in the den, doing their school. My room is connected to the den, and between the two rooms, only one of the two doors lock and there is also a small window set up high. They generally don't need assistance with their school if the instructions are clear. They don't open the door for strangers either.
More info on the break-in; they broke in during the afternoon during a three hour opportunity while the owner was gone. They also got some DNA from some blood on some broken glass.