I have children, but I dont claim them. How do I proceed with regard to the question of "do you have children or financially support another person?"

You can still select Yes for that question. 

Including your dependants in the beginning of return is a good idea if you plan to claim any credits for them such as childcare etc. Listing your children won't assign any credits automatically - claiming credits is done later in the return when you select that option.

If you don't plan on claiming any type of credit, expense, etc. for them, you can opt to answer No to that question.