As you go high up above the Earth the amount of air reduces. The moon doses not have an atmosphere, so living being cannot survive on the Moon. Sufficient air for breathing is present only up to about 15 km above the earth. This lower layer of the atmosphere is called the troposphere. This is the layer clouds are formed. Even in the troposphere air get very thin higher up and breathing is difficult. That is why climbers to Mount Everest take air in cylinder with them for breathing.
Jet aeroplanes fly at about 20 km above the earth in a layer of air called stratosphere. This layer of the atmosphere extends from 15 km 50 km above the earth. There is very little air in the stratosphere. That is why cabins of jet aeroplanes are filled with air and all doors and windows are completely sealed before the aeroplane flies.
When I taught 3rd/4th grade, I would always begin with a couple simple demonstrations. Something as simple as flapping their arms back and forth or fanning one another will show that air is matter. Parachutes are a great teaching tool for air. With supervision, balloons also get the point across.