Bradford told that they don't, and has not been mentioned that they go to school but in the episode A Nightmare on Killmotor Hill!, Huey, Louie and Dewey saw in Dewey's dream their school.
I don’t recall it ever being touched on. It wouldn’t surprise me if Donald homeschooled them. Dewey’s concept of school seems to have mostly been based on a fictionalized, High School Musical-esque setup rather than anything real.