As a native English speaker, I agree that "We will change the school." does not mean "We will go to another school.". "We will change the school." means that we intend to alter it in some way, whether we're renovating it or promoting new programs or something. "We will change the school." should not be accepted as correct. (Also, there's another example with "Wir würden den Wohnort wechseln." translated as "We will change the residence." which also has the same implications and is thus also wrong.) This seems like a bad literal German-to-English translation that I hope will be fixed soon. I'll report it in case it hasn't been already.
By the way, at least where I live in the US, the most common way to say these things in English would be "We will switch schools." and "We will move to another place of residence." I hope that helps.
Another native speaker: I agree that 'We will change the school" means that we will modify the school in some way. To say that we would change to a /different/ school, you'd say: "We will change schools" or "We will switch schools" or similar.
I've hit a couple of sentences now where Duolingo seems to want us to distinguish between wechseln and verändern, where the sentence provided is either incorrect or where there isn't enough context to know which verb would be required.
What is normally said in English for leaving one school and going to another it is "change schools" or "change school".
If you say either "change the school" or "change the schools" these both normally refer to changing the actual school(s) i.e. perhaps a new coat of paint, or make them co-ed, which is not what the German sentence here means.
So your answer normally means something different to this German sentence because the latter used wechseln. If it had used say, verändern, then your sentence would be correct.
We are practicing the conditional not the future tense. As usual with these sentences in duolingo without context we have no idea exactly what the meaning is. Usually this construction would be followed by "if I had the opportunity" etc. Even then the meaning of "change" would be unclear in English (but apparently not in german -see other comments).