Visitation

First, if you have standard visitation schedule, then his visitation periods would only involved the weekends associated with the first, third, and fifth Friday of each month.  Under the standard models, Thursdays usually go away during the summer.  So double check your decree...a standard model usually reads "Thursdays:  during the regular school term, ......".  This means that he only gets Thursdays during the school year.  If you and he modified this provision, this language will be omitted and he will continue to have Thursdays during the summer.
With that in mind....If he does not tell you otherwise, then yes, you have to show up at the police station on the first, third, and fifth Friday of each month.  If he is a no-show, then you can take the kids and do whatever you would like with them as his period of possession will be considered forfeited.  Some judges say it's okay to wait 15 minutes, others say 30 minutes without a phone call, before you just leave with the kids. If he is a no-show, then go inside and let the officer know that you are there for an exchange and have them write the date and time on one of their business cards as proof you were there.  If they do not feel comfortable doing this, then take a picture of the station with your phone in a way that shows the time and date stamp.  Basically CYA. 
If he tells you, in writing (i.e. in text, email, or some other printable form) that he is not going to exercise weekend visitation, then you do not have to appear.  If you get this in writing, print it off and same copies on your computer and a flash drive (as a backup).
On days that are not designated for your ex-, you can take the kids on a vacation.  To maximize your time, pick the day after a return (i.e. Monday), and continue till the day before his next period of possession is set.  (i.e. a Thursday)  That will give you over ten days of vacation time to do something fun with your children.