No, -de gelmek is wrong.
okulda = at school, inside the school.
okula = to(wards) the school
So you can say "okula geliyorum" which means I'm coming to school.
Don't confuse the endings -de and -e. I know that some languages use the same proposition for both. Greek for example uses "sto sxoleio" for both "okula" and "okulda", so be careful about that.