R.B.
I converted to Catholicism as an adult, after growing up Methodist, and first of all, I did not have to be re-baptized before I could be confirmed and receive Holy Communion. Secondly, because no one else in my family, not even my husband (though he has since also converted), was Catholic at the time, we had our oldest two children baptized by my father, a Methodist minister. My oldest, now 7, is getting ready to take receive First Communion this spring. He did not have to be re-baptized, either. As long as a person receives a trinitarian baptism (done in the name of the Father, Son, and Holy Spirit), the Catholic Church recognizes that person as a Christian.
I would recommend getting your daughter(s) enrolled in religious education classes soon. In our parish, a child must attend RE classes for two years before receiving First Communion. But even if she hadn't been baptized, she could still attend RE classes. I teach a 3rd grade RE class in our parish, and we have a little boy whose family does not attend any church, but he asked his neighbors if he could attend RE and Mass with them every week, so that mom enrolled her son's friend along with her son in the class.
Similarly, you can attend RCIA classes without ever committing to being confirmed at the end of the classes. Even if you are not yet sure you want to become Catholic, you can still attend the classes as a way to learn more about the Catholic faith, at the very least in order to help you teach your daughter about it.
Finally, I wanted to share a website I use regularly to facilitate my children's (really, just my oldest one at this point) learning during Mass. Since my son's attention is sometimes lagging during Mass, I often print off materials for him to work on during Mass from this website: http://new.catholicmom.com/category/sundays-gospel/. If you click on the 'more' link under a given Sunday, you will find the readings for the day, a worksheet, coloring pages, a crossword puzzle, and a word search. I especially like the readings and the worksheet.
May God bless you during your journey of faith, and that of your children. It is beautiful, indeed, to watch our children grow in their faith in God.