If Cindy and Jan went to different schools than each other and they both went to a different school than Greg, how did they catch him smoking at school?

It was in the script.

Looks like Jan and Cindy were walking home together, maybe they were taking a shortcut through the high school grounds where Greg is outside with his friends.

Our Elementary, Middle School, and High School were all within walking distance of each other. (Our Elementary and Middle School were almost across the street from each other)

or I think he might have been in a park with his pals.

You're right, just1paul, it is the park, I think it's even mentioned when Jan is telling Marcia what she and Cindy saw.

Yeah, all the schools and the park are probably in the same area.