The correct answer is Option C.
TO is used as a preposition when we wish to indicate a place of arrival. In the given sentence, school is the place of arrival for the children. Hence, TO is the correct answer.
The remaining options are incorrect because:
Option A: OF is used when we show relation.
Option B : AT is used to denote a particular point.
Option D: GO is a verb which is irrelevant in the context of the given sentence.