A driving school is not exactly how it sounds. It is not a classroom with teachers who teach you the theory of how to drive. It is a term given for a business with instructors who teach a person how to drive a car by observing the learner driving (and holding on to the brake when necessary!). It is much more practical than the classroom.
There are many benefits in using a driving school. Firstly, not everybody has somebody on hand to teach them how to drive regularly, and some people are just not game to have their precious car and lives in the hands of a very inexperienced driver! Many people also use driving schools for the last few lessons prior to their driving test, to ensure there is nothing they have missed, such as road rules or subtleties.
As you can imagine, it is not cheap to use a driving school as the sole way of learning how to drive, due to the number of hours that are required to be accrued before you can gain your driver's licence. Expect to pay somewhere between $50 and $150 per session, depending on which company you choose. You may be able to get a cheaper rate if you pre-buy a number of lessons. Some states also allow driving school hours to count as extra hours in your log book by multiplying the hours by 2.