What does Atticus say when Jem asks questions about the Radley's?

This depends where in the novel you are referring to. Atticus talks about the Radley's a few times. I think the most profound section is when the kids were caught playing games with the Radley house. Atticus says,

Son,' he said to Jem, 'I’m going to tell you something and tell you one time: stop tormenting that man. That goes for the other two of you. What Mr. Radley did was his own business. If he wanted to come out, he would. If he wanted to stay inside his own house he had the right to stay inside free from the attentions of inquisitive children,'"