Some Grid orienteering info
For 3-5 year olds you might also find that many of them can understand maps where the representation is less abstract -- if you're able to use the playground outside then you could use a tilt view image with pictures of the control sites as control descriptions. Even if they don't quite get the tilt-view they probably recognize the features they need to go to.
Also, kids love being able to go fast, so a string-o or streamered route is fun for them. Orienteering is also about running, not every activity has to require map thinking.