Answer: Disappointed by not being able to picnic by the river, they went home sadly.
A past participle, formed from verbs, indicates an action that occurred in the past or has been completed.
In this case, the first sentence becomes a participle phrase, with the past participle in the phrase being “disappointed”. The participle phrase acts as an adjective that describes “they”. This is the participle clause of the sentence.
To combine the two sentences, we take this participle clause and add it to the beginning of the sentence. The main clause is the second sentence, so we add a comma to separate those two clauses.