The sentence you wrote is: Black swans change their grey fluff to black feathers as they grow.
Here's a small correction for better grammar: Black swans change their grey fluff into black feathers as they grow.
Explanation: We use change something into something else to show the transformation from one thing to another. So, it's better to say change their grey fluff into black feathers.
For a 5-year-old, you can think of it like this: when black swans get bigger, their soft grey feathers turn into shiny black feathers.