When I worked in an office, they had all of the windows screwed in to prevent opening to comply with new building codes. I imagine for suicide and accident prevention. It looks like these days you can only have windows that wind out a little. My apartment has these, but it also has an option on the AC controls to bring outside air in which can force ventilation if it isn't windy outside.

This is mostly for tall buildings though. For a school, it could be that they want to be able to control the airflow and AC. Having a window open could be letting out the heat causing the heating to work harder for no reason.