As an Australian, I would use 'on the weekend'. 'At' would sound as though you were not a native speaker, and 'in' just sounds wrong. It's intriguing to learn about the differences in English usage across the world.
If you want to express that he goes to the bar to pick up a friend or he goes to the bar and stays outside (for what ever reason) than it is fine.
If he 'visits' the bar, - goes inside you have to say " ...in eine Bar".