I have set main menu items expanded but when I print them in page.tpl.php($main_menu) there are no children for menu items.How can I make them expanded?
That depends on the theme you're using. Unfortunatelly, some of them -- including the Dupal's default Bartik -- don't display children in the main menu.
You can either install a theme that does display menu children, or -- if you are using Bartik -- you can make use of the Drop-down menus subtheme for Bartik or follow the HOWTO create dropdown menus for Bartik in Drupal 7.
admin/structure/menu/manage/main-menu and edit the parents that have children that you wish to show, and click the tickbox 'show expanded'
Or alternatively install the module http://drupal.org/project/menu_expanded which brings back the tickbox on the menu 'list items' page ala drupal 6
Hope this helps