Experience with life leads kids to understand both: that there are laws, and that laws can be broken (albeit with consequences). Therefore, they are prone to believe that Natural Laws are the same–there may be exceptions; proper finagling might allow you to get around a natural law.
Perpetual motion machines–proposed devices that will keep running indefinitely and may produce additional power besides–are a case at point.
Over the ages, numerous inventors have claimed to have invented a perpetual motion machine. Type into your browser: perpetual motion machines images Further, type in: perpetual motion machine videos
With your kids, analyze how they are proposed to work. Unfortunately, none of them do. See the following video for an example of this.
Indeed, it is the failure of every such machine coupled with innumerable observations and analyses from other sources that led to formulation of the “energy laws”, the Laws of Thermodynamics (see text).
You cannot overemphasize that natural laws are not devised/written by scientists to achieve some purpose. Basically, they are conclusions derived regarding “the way the world works.” We have discovered that the world works in a certain way; there is nothing we can do to make it work in another.
Summarizing, the world works in away such that energy is neither created or destroyed and such that heat can only flow toward a cooler place (ultimately outer space). Any machine with moving parts will encounter friction (even if just wind resistance); the friction will generate heat, and the heat (energy) will leave the system. Therefore, any machine will come to a stop without input of additional energy from some source.
A knowledge and understanding of Natural Laws (what they allow and what they prohibit) are the most critical element of analytical thinking that we or anyone else can possess.