Hello, my question is the following ... I want to put my dependents, who in this case are my children, but they live in Mexico and the app is asking me to put their social security number, but logical

If your children do not have an SSN or an ITIN you'll need to apply for one or the other before you can file your return and claim them. 

If your children qualify for an  SSN applying for one is easy. Go to Social Security Online, the administration's website, and search for Form SS-5. This form is the paperwork you need to fill out for a Social Security number. 

If they do not qualify for an SSN then you'll need to apply for anITIN. The IRS issues ITINs to foreign nationals and others who have federal tax reporting or filing requirements but don’t qualify for SSNs. 

You can apply for an ITIN at the IRS website by downloading Form W-7.