Like phoenix said 'it takes time'. I built a relationship with two step children, whilst my husband built a relationship with one stepchild. My husband built his quicker because my son lived with us, wheras the two only came every other weekend the same as your situation.
The way we did it was to involve them in activities, we would let each child take in turns to choose an activity for the weekend. We found that in time the three would discuss what they would like to do.
This brought the three of them together as brothers and also us as parents.
Now all three boys see us as Mum and Dad. It did take time though, stick with it, it wil come.