I'm not a dad, but I do remember spending time with my dad and other step dads (long story.).
I'm the only girl (with 3 half brothers) and I was sort of treated the same as my bros. My dad took us fishing, biking, hiking, boat rides, swimming, played video games, ice skating, skiing. Lot's of outdoors stuff. Me and my dad don't talk much now, but when we do we talk about day to day things and other things we're into, like space and history.
Not hijacking your thread or anything, but just throwing some ideas out od experience and hoping any of this inspires you.
Some dads get right in there and actually play Barbie dolls, have a tea party and play dress up with their daughters. That may be something you could work towards. Girls really do appreciate that.
As long as your keeping things decent and age appropriate you can't go too wrong.
I don't think anyone can tell you how to talk to your own kids. That has all to do with your personality and the type of parent you want to be. Some dads treat their daughters like princesses. Some dads are more supportive but distant and let mom do most of the tough parenting stuff. Some dads are encouraging and tough on their daughters.
The younger the kids the harder it is to bond with them. 2 year olds are into simple things that can be very boring. They need a lot of educational interactive time, but that could be where you should start with the 2 year old.
5 year olds like arts and crafts and running around. You can introduce her to tag and hide and seek and other fun simple games.
Your 9 year old will want to do something for older kids so that's where some outdoor activities will do you both good. Because there is a bigger age gap between her sisters than the others she probably will like to get out of the house and spend some one on one time with you.
I hope that helps.