The Nendaz winter sled run is located in Siviez near the ski slopes. It is not too long (only 3 km long), but quite fun and suitable for young kids. You can take the chairlift or walk up, which will make the descent even more rewarding. It is recommended to check for the snow report before visiting. Sledges can be rented in the sports shops in Siviez.
If you are looking for a much longer ride, I recommend you go to La Tzoumaz.
https://goo.gl/maps/MrJ9UTSfGDTD3C737
https://www.nendaz.ch/en/V2655/tortin-sledge-run