Already Fulfilled Prophecies
You can lay a good groundwork for discussing prophecies not yet fulfilled by first pointing out the ones that have been. A simple way to do so is to make a matching game out of some of them. Choose five to 10 verses of an Old Testament prophecy that was fulfilled. (Most study Bibles have these listed.) Put each one on the back of an index card. Then, put the corresponding fulfillment verses on a second set of cards. You can gear the complexity of these prophecies to the ages of the children with whom you will be working. Let the children play a matching game to put them together.
Prophecy in Current Events
The next step is to bring biblical prophecy into the less-distant past. Again choose five to 10 biblical references to future events. This time, pick prophecies that have been fulfilled in the past 75 years. A worksheet format would work well for children to match the verses with newspaper headlines that show them being fulfilled.
Introduce Future Events
Once you have laid the groundwork, introduce prophecies that have not yet been fulfilled. One of the simplest ways to do so is by either reading a fictionalized account of future events, or watching a video based on such a book. Depending on the ages of children with whom you are working, you can allow them to read the books, or you can read them aloud so you can edit as you see fit.
Upcoming Prophetic Events
Once you have introduced the future events, you can begin covering them more specifically. Whether working with a few or many children, one way to do so is to use a time line. Put a line on the wall (either with pieces of paper or painter's tape) and mark a beginning (creation) and a few key points in biblical history. Then, put marks where you think future events might occur, pointing out that it is based on order, not dates. Put each of these future events on a self-stick card. Have the children figure out where each card should fall on the marks left open on the time line.
Encourage Discussion
Because the concepts you have been teaching are largely unfamiliar to children, who might see them as scary, you need to provide a way for the children to process the information in a way that they can be reassured. You can have them illustrate the various events and then tell you about their pictures, or have them write out a future scenario in which they can see themselves. Give enough time to talking through these interactions.