It helps with their stage of development. Stimulation, play, exercise, solving puzzles, learning acceptable social behaviors are all important. If humans don't have enough stimulation, our brains actually atrophy. Children do better with a balance of work and play. Also, when engaging in play activities, adults can better access how to help that child with any difficulties or problems they might be having. Such as behavior issues, or learning barriers. Often children will relax and reveal things in play they won't in on the nose educational pursuits. Such as they are having trouble reading or that they feel left out or something is going on at home that's affecting them. Also, planned activities set at certain times can be vastly comforting to children. A sense of routine can really help with anxiety or worry. It can also cut down on acting out or problems that arise from a schedule that changes all the time or a schedule that seems to change at a moment's whim.
Depending on the age of the children, activities should be bright, colorful, engaging and short. Attention spans must be taken into account as well as what lesson you wish to work on. It might be short lessons that need repeated, with games or activities planned as rewards or incentives to pay attention. Ten minutes of learning the alphabet followed by ten minutes of charades...where you can use simple words to reinforce the lesson. If the letter was C, all the words acted out can start with a C.
You can also plan art projects, singing, play-acting and reading stories. It depends on the age group, number of students and resources.