No, it's not. 'Ann an' is not "in the", even though I understand how it could look like that. The entire phrase 'ann an' means 'in', just like 'an' does. To say "in the" you use 'anns' with the appropriate definite article. In this case, that is 'an' (confusing, I know), so 'cha'n eil thu anns an sgoil' or often 'cha'n eil thu san sgoil' (where 'anns an' contracts to 'san').