You understand this is a problem with all p2p networks, adults should try to make adult material only available to other adults and not just anyone who can click a mouse button, many of those who are more responsible use a list and require a PM to keep matters this way.
I share your concern over this type of activity but in reality nothing can be done as winmx is a decentralised network and no one is in control of who may or may not join the network, for good or bad.
I would urge you to not visit places where you may see this material and if you do see something you find worrying a sensible approach is to ask the user sharing it to please be careful for the sake of children and perhaps replace the file with a txt document telling user how they can obtain the material should they wish it.