You can't get a protection order based on this incident. If she were to repeatedly harass and threaten you possibly. I'd also have asked the cop what he/she was talking about with that statement.
If you notice the kids have possibly damaged property don't record or photograph them. Call the police and file a report on the damage. Let them do their job and investigate it. Ignore the woman and her kids as much as you can. If they come to your property and won't leave, call the police.

