The US K-4 Visa allows the children of a Thai spouse and a US citizen to come with their parents to the United States. This type of visa is only available to those Thai parents who have successfully applied for a US K-3 Visa or US Spouse Visa. The US K-4 Visa is valid for two years. See also the IR1 Visa for a Thai citizen in Thailand for more information on that option as well as the K2 Visa from Thailand.
Once the children are in the United States, they are allowed to apply for the permanent residency. Only the unmarried children of a K-3 Visa applicant who are under the age of 21 are entitled for a US K-4 Visa.
Applicants for this type of visa are allowed to pursue education in the United States and may also seek employment once they have applied for work authorization. A US K4 Visa from Thailand is only available while your Thai spouse has a K3 Visa from Thailand, and once she becomes a permanent resident the children will then be disqualified to receive a US K4 Visa. Likewise see also the I-129F petition for other visas on here as well as the US Visa Thailand main page.
Filing the I-130s
Gathering all the needed documents
Medical Exam and Interview
Always take proper legal advice when you are dealing with children across international borders. The US K-4 Visa in Thailand is for minor children of your Thai wife who has applied for a K-3 Visa while in Thailand. See the visa application process for the K4 visa as well as the K3 visa from Thailand.