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There is a hidden file called Index.dat that lists all the site that have been visited.
THe main draw back of this file is that it isn't very user readable as it contains lots of what looks like gibberish.
There are readers out there that enable close inspection.
Problem is there are also apps that delete the contents of this file rendering it useless in this case.
Another problem with using index.dat is you probably won't be able to tell WHO visited the site, just that the PC was used to do so. Some visits may not be intentional. Someone could have clicked a link inadvertantly which access a site. You might also see entries there where the site was not actually visited but a cookie set for it.
If you are really worried about where the family is surfing, then supervise.