Jasperdog is always a wealth of good information so listen carefully to his thoughts. The link he posted is great.
Most of your kids have been at the top of the heap through high school, top students, top athletes and so on. Now they are in a class where everyone was the top of the heap so it can be worrisome for them to think they may not succeed. That self doubt can be a killer. This is probably the first time they have experienced something like INDOC and after seeing how difficult it was along with what they have been told to anticipate, they may be pretty frightened about what's to come. As others have said before, they need to ask for help the minute they think they are having difficulty. In addition, they have to budget their time, study whenever they can and not get too involved in the regimental stuff- like staying up all night polishing their shoes without studying for the Calc test. As silly as it sounds, it happens.
Breaking things down into small segments is really the key to survival; sometimes it's I can make it through this hour of class, not just this day. Taking things one step at a time will be key for them.
They are exhausted, sleep deprived, most likely hungry and homesick. Even if they've been away before, this is an experience like no other. So when they sound like crap on the phone, encourage them, tell them to hang in, to get help and to find the smartest guy in their section and study with him/her. They will build tremendous bonds and will bolster each other going forward.
It's tough not to worry about them and their potential success of heaven forbid - failure, but if you can continue to encourage them you may be what helps them get through the day. Also when they call and tell you they got a D or C and you know they've never had one of those before, tell them to do their best and get some help. D is DONE and while I don't recommend you tell your kids a D is OK, sometimes that's as good as it gets and they need to make sure they are doing well in other subjects to keep that GPA above a 2.0.
The roller coaster has started and even as the years go by, it doesn't get much easier so hang in, don't let them know you're worried, keep the encouragement coming, send mail and care packages and be prepared to see a new kid on acceptance day.