Show the children each object individually.
- An example would be perfume. I spray it in the air and ask them if they can smell it.
- I bring brownies and ask them if they can taste them.
- I ring a bell and ask them if they can hear it, etc.
Use your imagination.
I them explain to them that faith is not something that you can see, taste, smell, touch or hear. It is something greater than the five senses. I compare faith to the objects I brought and ask questions like, "Can you touch faith like you can this soft blanket?"
I read them several scriptures and even send one home on a card with them. I developed this lesson for my seven year old daughter who was struggling to understand faith and why there was no physical evidence of it.