'The school' is not grammatically correct and not natural here EXCEPT for the limited situation in which there has been previous mention of the place (the schoolhouse) and other places (the library, etc), AND there is, for instance, some confusion on the mother's part as to where the children are going. The conversation would run something like this: Mother: You have several things to do today-- you must drop off your books at the library, stop at school to get the umbrellas you forgot, and go to the park for your tai chi class. Kids: OK.
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