What kind of school incorporates artillery firing as part of physical education?

A military acadamy. My question is why they would do it indoors aiming at the roof.

building design reminds me of a school archery range...

Now that you mention it, it does look like an outdoor archery / rifle range, though it's very deep. Regardless the artillery is still aimed at the roof.

There is probably some sort of mechanism that either opens the roof or opens the wall behind them so they can fire it. It could also just be a prop, just so they can learn how to operate a real one.

There are some girls with what appear to be trombones in the background. Any clues why?

For timing, sort of like a marching band.
Small classical bandss are pretty common with military drills.

Perhaps they're avoiding the rain?

Have you all thought they could just be doing dry runs. You know going through the motions without firing the cannon? After all they are under a roof and it is raining. Though...does build character doing it out in the rain. >.> Plus wet T-shirts.

Well its a wheel mounted system, so odds are they dragged it in to get it out of the rain, also why its not loaded.