Not to the consulate , no. But the $220 green card fee must be paid online after receiving the passport back with the issued visa in it
https://my.uscis.gov/uscis-immigrant-fee/
You are in the US seeking to adjust your status to that of permanent resident. You posted your question in the forum for those outside the US going through direct consular processing. Your thread has been moved from that one to the forum which reflects your process
Are they definitely not eligible for passports as children of USC ? Sometimes they can be eligible by their USC grandparent
More info about your citation would help us understand ..