They stole it from their dad's toolbox whilst he was making an IKEA bookshelf, and discovered how useful it was when trying to escape the playpen so they could discover what that strange noise was emanating from the basement... Obviously, the red-haired one with glasses was perfectly happy playing with the building blocks instead of uncovering what the creepy noise was, but the youngest baby managed to convince him that they should continue with their adventures, and they have done ever since along with their twin friends, occasionally their spoiled brat of a cousin, and her much kinder friend, and recently the newest addition to the family, and the scardey-baby's new adventurous step-sister.
Hmm... I overthought that