Mes frères et sœurs s'appellent...
Here's a breakdown:
* Mes: My (plural possessive)
* frères: brothers
* et sœurs: and sisters
* s'appellent: are called (plural form of "s'appeler", meaning "to be called" or "to be named")
You would then follow this phrase with the names of your siblings. For example:
Mes frères et sœurs s'appellent Thomas, Marie et Jean. (My siblings are called Thomas, Marie, and Jean.)
Note: If you only have brothers, you would say "Mes frères s'appellent..." and if you only have sisters, you would say "Mes sœurs s'appellent...".