Hi.
I am going to a school. It implies you are going to specific school. You could also say, I am going to school. This is more common conversational English when the other person already knows what school you go to or doesn't care about which school you are going to, but just that you go to school.
An example:
Person 1: "What are you doing these days?"
Person 2: "I am going to school."
Hopefully that helps.