I'm not from Zug, but I'm quite sure, that -
- swimming lessons
- Gymnastics intergrated with exercise / games - 3yearold would be MuKi Turnen, and there is Sport (Turnen) available for the 5 year old.
Every town has a few associations (vereins) which offer activites for Kids.
Art Classes, will be quite difficult, and expensive to find.
will be offered, when you arrive, a trip to the local municipality ( Gemeinde) where you find tons of leaflets, about what is available.
here is a PDF file with some info,
www.zug.ch/behoerden/org-mit-leistungsauftrag/.../at.../file_pdf