"les" in vocative?
"Please, children!" is translated as "S'il vous plaît, les enfants!" Does it mean that in the vocative French uses the definite article?
"S'il vous plaît, enfants!" is not correct, so yes, you have to use the definite article. You can use the sentence "S'il vous plaît, les enfants!" with your and other's children.
"S'il vous plaît, mes enfant!" is correct, but it's not a good translation of "Please, children!". It's strange to specify the filiation when you talk to someone, they already know. "Please, my children! Save them!"
And of course "S'il vous plaît, Jacques!" is good.
I believe a possessive can be used - "mes enfants" - or, like in English, the name of the person you are talking to: "S'il vous plaît, Jacques!".