A tax return with no income entered and no type of refund or taxes owed will just be discard by the IRS.
What you receive for claiming them as a dependent is the Other Dependent credit of $500 for each of them that you claim on your tax return.
Living expenses are not reported on tax return. Monetary gifts you give to them are also not reported on a tax return. If you have paid medical expenses for they you can enter those expenses paid on your tax return, Schedule A for itemized deductions.
Are they a U.S. citizen or a U.S., Canada, or Mexico resident for some part of the year? If not, you cannot claim them as a dependent.
