Nowhere! would be the cynical answer. Actually, it would be interesting to know the percentage of drivers who followed the courses of a driving school before taking their driving exam. It would also be interesting to know the percentage of drivers who actually took the exam before obtaining their license (there was a time when it was very easy to buy it)… and, well, the percentage of drivers who have a license.
Back to the point, there are driving schools in Thailand, but their cars are unmarked (except maybe the usual advertising stickers) so you don’t spot them easily.
What do they learn? Not much, let’s be honest. They learn enough to be able to pass the exam, which is easy as the exam is always the same (reverse back in a corner, stop at a red light, park the car along the curb). As far as the written test is concerned, there are about 25 questions and they are not known in advance so it’s a bit more difficult, especially for the foreigners as some details can be lost in translation (when the translation is available at all).
If you have a Thai wife or children who would like to learn to drive, we advise that you teach them first and not rely entirely on the driving school, which only gives a very superficial teaching.