By grades 4 to 11, 98% of Canadian children have Internet access outside of school. Computer security and privacy technology reduces children's online risks, but the success of such technology is also dependent on individuals' behaviour that could be improved through education and training. We studied the effects of multimedia educational tools on children's privacy and security knowledge and behaviour. Our qualitative study of children's privacy perceptions showed that they have a poor understanding of privacy and security threats. Using design principles from persuasive technology and instructional design, we designed tools that teach children about privacy and security concepts. We created an online interactive comic and evaluated it with children 11 to 13 years old, and an interactive ebook for children 7 to 9 years old. Both user studies showed superior improvements in children's privacy knowledge, retention, and privacy-conscious behaviour compared to text-only formats. Children found these tools engaging, easy to use, and easy to learn. From these empirical findings, we find that multimedia educational tools create engagement, extend learning, and have the potential to influence children's behaviour in the longer term.