"The students cross together at the crosswalk."
Translation:학생들이 횡단보도를 같이 건너요.
횡단보도에서 -- but it doesn't work anyway. It's like saying "from the crosswalk" and you are not already on the crosswalk when you go to cross it. The only option seems to be (횡단보도)를 here. There's 횡단 보도로 but that's the instrumental sense, so it's more like "by"/"with" the crosswalk. In terms of place it would mean "to" which makes no sense . . .
"횡단보도 곳에 다다라서" = "reaching the pedestrian crossing" -- and that's about as close as I can get to the feel of "at the crosswalk" . . .