Is it convenient to take hongkong express train from airport to Empire hotel? Travelling with 2 kid

Oh, first of all, there are more than one Empire Hotel in HK. But you can easily arrive at the destination by taking AE + Free Shuttle Bus. Don't worry.
If it is Wan Chai Branch, take AE to HK Station. Then take free shuttle bus H1 Line.
If it is Causeway Bay Branch, take AE to HK Station. Then take free bus H2 Line.
If it is Tsim Sha Tsui Branch, take AE to Kowloon Station. Then take free bus K4 Line.
It's a convenient way for you to choose even though travelling with 2 children. :-)

Thank you. BTW its Empire Hotel -Causeway Bay. How about taking taxi? is it more costly ?

Well, if you wanna take a taxi from the airport, the fare is 350 HKD to 370 HKD in the day time.