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The Driving School is in Doherty, San Fiero; you have to complete the Deconstruction mission to get this.
The Pilot School is available once you purchase the Verdant Meadows Airstrip.
The Boat School is opened after you complete Pier 69 and can be found in the Bayside Marina, Tierra Roboda.
finally... The Bike School is in Blackfield, Las Venturas and is available after completing Toreno's 'Pilot School' mission; in order to gain entry to Las Venturas.