The Koopalings are Bowser's children. There are seven kids, and they are in age order from youngest to oldest, Larry, Morton, Wendy, Iggy, Roy, Lemmy, and Ludwig. Despite their popularity they haven't appeared in too many Mario games. In an interview with Nintendo it is confirmed that the Koopalings are not Bowser's children, but this wiki and the Super Mario Bros. 3 manual say otherwise.
All of the games that the Koopalings have appeared in they are bosses in worlds, but in Koopompany's games the Koopalings are mainly the protagonists of the games, trying to defeat Mario or other villains.