In addition to Batavia's answer, I'd also add that you can emphasize how utterly boring the life of a newborn is.
"Little baby just sleeps in mommy's tummy all day, that's so boring! you get to run and climb and do exciting stuff!"
"Little baby only can eat milk, you can eat all kinds of food!"
"Little baby has to go to sleep now, but you can stay up ...
Yes kids (especially around that age) will show jealousy when they get a new sibling. From their point of view they go from 100% attention from both mom and dad to half that. So of course they have reasons to be jealous.
What is important are two things:
a) Make them the older brother/sister. If you tell them "oh i'm so proud you can put on your clothes ...