"The children run to that building."
Translation:아이들이 저 건물로 달립니다.
A little correction here: 뜁다 and 달립다 don't exist. Seems like you've fused up -ㅂ니다 and 입니다 form. The original verb of 'to jump' is 뛰다, and 'to run' is 달리다. 뛰다 can be used for both for running and jumping, while 달리다 only indicates running.
학교로 뛰(어가)다: To run to the school 학교로 달리다: To run to the school
트램폴린에서 뛰다: To jump on a trampoline 트램폴린에서 달리다: To run on a trampoline
I'm wondering the same thing... you'd think that 그 would be right because that directly translates to "that" and not "that over there" which is what 저 translates to. There is no way to be able to tell where the speaker/listener is standing and how far away they are from "that building" so it's pretty much impossible to tell whether 그 or 저 is correct in this scenario.