From the Super Mario Wiki
The Diamond Kindergarten is a kindergarten in Diamond City attended by Kat and Ana. While it is already mentioned in WarioWare, Inc.: Mega Microgame$! that the sisters attend a kindergarten, it is not until WarioWare: Twisted! that they are seen with their class. In their story in this game, Kat and Ana are on a field trip on the Diamond Knoll with their pets Shadow the Dog and Shuriken the Falcon and other children of the Diamond Kindergarten, under the care of their teacher. The woman tells the children not to wander off during the trip. However, this happended to Kat and Ana when Kat damages a beehive with a stick, causing the angry bees to chase the sisters. They abscond into a wooden cabin, in which they encounter the Diamond Troll.
The actual kindergarten building has yet to be seen in any game.