Hi there Elsa. When you refer to ‘school’ as a regular place you go to (as a student/teacher/staff), you use it without the : We wear brown shoes to school. Don’t/Didn’t they teach you this in school? (Same case with hospital, college, office, etc. If you attend these places regularly to use it for the specific purpose of their existence, you don’t need "the"; if it’s a one-off visit, you need “the” before the noun.) When it’s a place you have gone to as a visitor (parent, inspector, etc), you use ‘the’ before it: I’ll go to the school on my way back from the clinic. However, if you are talking about a specific set of schools, you may need to use the article: The schools in this locality are run by private bodies. That's also why we use the with cinema or theater because we mean a specific one. Hope this helps.

A cinema is a building. The word “the” indicates that you go to a specific building. If you waned to make the statement more general, you could say you go to cinemas, or go to movies. “School” in this case implies at act of studying, etc. In fact it can even refer to studying online, in which case there is no school building involved. If you said you go to “the school”, you’d be referring to physically going to a specific building. Furthermore, it would not necessarily mean you study there. For example, you might go to work there. By the way, both of your sentences had the word “to” which is a preposition.