For indoor play at the young ages of your little guys, a bath sometimes occupies them and satisfies the need for adventure. Even playing in the kitchen sink works well.
Setting up some games like obstacle courses, relay races, throwing paper balls in a bucket from a distance, dropping pennies from a height into a jar, etc. can work well for little kids. We like the game of hiding an object in the room and then the other person has to find it with with clues like "getting hotter, getting colder." That game can go on forever as the kids almost always love to play over and over! Or you could play games like "find something in the house that is green. Now find something that is round, etc." (Folowed by, "Now put it back" LOL!)
Simon Says is always fun. A kid version of charades is fun, too - the players take turns acting like an animal and the other people have to guess what it is.
One game I really liked as a child was my mom put a bunch of items in a pillow case and I had to reach my hand in and guess what they were. I also remember my mom rearranging rooms on rainy days and I thought that was really exciting when younger (I still do!). Those indoor days might be the time for making forts under the dining table and making these types of projects "special" for rainy days.
For bad weather days, I do encourage you to get the kids outside even if it's for a short spurt. There is something invigorating about being outside in "bad" weather. I know some days it's really not possible, but most days at least a little bit of time can be spent outdoors. (And yes, I know that sometimes bundling up the kids and dealing with wet clothes takes more time than the outdoor time itself!)
