There is an ice skating rink in Wake Forest and another one north of the Beltline near the Younkers Road area, but I've not visited either of them so I'm sorry I can't be of more help. Someone else here probably knows where the "factory" or whatever it's called is.
Take Capital to Durant Rd. and go west. When you get to Falls of the Neuse Rd. turn right. Falls of the Neuse Road will get you to the dam. And entrance will be on your left before you get to the bridge at the river. There are a few trails there and you can walk across the dam for some pretty views of the lake.
I hope you and your kids enjoy your visit!