It depends.
In order to even be claimed on your return as dependents, they must meet all of the requirements.
- Live in your home for the entire year and considered to be a member of your household
- Their income must be less than $4,200 (without Social Security)
- You generally provide over half of their support
- They can't be married or be a dependent on someone else's return
- Person is a US Citizen, or a resident, national of the US, Canada, or Mexico
If either of them do not meet the requirements above, you cannot claim them on your return. They will have to file their own returns.
You can provide them with the proof of insurance so they have support to show they were covered if it is required for their state of residence.