It is "at" and not "in" because "at" is typically used for school attendance. If "in" is used for school attendance, that usually is meant to highlight the fact that you're in school (and maybe cannot do certain things at the moment, or that you're studying and can't be bothered, etc.). For example, "I'm in school right now. I can't pick up any calls." If you wanted to put a lot more emphasis on what someone is doing in a specific location (like a particular building), you can use "inside." One example is "He studied inside the famous observatory yesterday." I removed "itself" because it sounded a little awkward. If you meant it like "in regards to painting," then you don't need "itself." But if you were trying to say he was painting something specific, for example the building, you would have to specify that, such as "In painting the building itself, he brought Japanese visual elements...." This was great overall!