Learn Russian: А где наша школа?

We use наша because the word it describes, школа (school), is feminine. In Russian, words ending in "-а" are usually feminine. If we were asking about a masculine noun like дом (house), we would use the masculine form наш.

Why isn't there a word for "is" in the Russian sentence?

In Russian, the verb "to be" (am, is, are) is almost always skipped in the present tense. You just put the remaining words next to each other. Literally, this sentence translates to "And where our school?"

Why does the sentence start with А for "And" instead of И?

И is used to simply link things together (like "apples and oranges"). А is a softer transition used to change the topic, show a slight contrast, or ask a conversational follow-up question. Here, the speaker is shifting the focus to ask about the school, so А is the natural choice.

How do I know if the "о" in школа sounds like "o" or "a"?

It sounds like a clear "o" because the stress in the word школа falls on that first syllable. In Russian, the letter "о" only changes to sound like an "a" when it is unstressed.