The most usual preposition for street names is actually 'on' (as in the first part of your sentence - 'Our school is on a small road') 'In' is also possible, but less common. However, in this sentence the school is not on the High Street, so the prepositional phrase needed here is 'just off the High Street'. You would turn left or right off the High Street in order to get to the small road where the school is. As for the use of 'the' - this particular expression is an exception to the rule. Usually street names don't have articles, as you know. But we do use 'the' with 'High Street', because this refers to the main wide shopping street of a town. I hope that's helpful.