We add "wcale" to emphasize that a fact isn't true for sure and of course to show our emotion. We can use it as a particle and as an adverb. For example: Person A: Piotr mówił, że ma syna i córkę. Person B: Nie wierz mu, on wcale nie ma dzieci! Zwyczajnie cię okłamał. Person A: Wiesz, że Marcin i Piotr to bracia? Person B: Naprawdę? Nie są do siebie wcale podobni. Person A: Znowu rozlałeś mleko na stole! Person B: Wcale nie, to ktoś inny.

My English example intended to show the literal translation from Polish, which included the word 'wcale', rather than an interpretation.

In your English example, you could just as well have said "he has no children". But that makes it more of a neutral statement. The "at all" and "wcale" indicate a negation of a previous statement/assumption.