They were there to observe Jack in the cage to show the kids why the Other's society is superior to the Losties' society.
This jibes with Karl claiming that the Others took the Losties' kids to a better place than the Losties' society.
The kids were on their way to watch the trial of Juliet, to teach them about the Others' legal system.
Cindy did seem interested in explaining to Jack more of what was going on. If they were there to see Jack the Barbarian, she probably would not have approached his cage and engaged him in conversation.
When we get a glimpse inside the courtroom, we see a woman that looks a lot like Cindy, though it's only the back of a head.
They were brought to watch the (expected) execution of Juliet.
The Others are trying to educate or treat people (cf. Room 23); Cindy and all are merely watching part of the process of education/treatment.
The Others that came to watch are the Tailies that were kidnapped from Flight 815, and wanted to see how the people that did not get kidnapped look and think.
Note that the little girl, Emma, seems to know that Ana Lucia was with Jack and his group. She may have learned this from Cindy, or the Tailies may have been given an explanation why they were 'kidnapped' and other survivors weren't, along with limited information on what the other survivors were doing.
Maybe she didn't. She probably wouldn't be able to tell that Jack wasn't one of the Tailies.
The tailies are meant to watch Jack's transformation into the 'great leader' his tattoos label him as.