In all the examples you give we would use :
'à + article' , so:
Nous allons au marché, à l'école, à la plage, au bureau, au collège etc...
We say 'dans la jungle' oddly enough, but I think it is to convey how difficult it is to get into it...
If you say 'inside' in English it will normally be 'dans' that we use.
Hope this helps!
Did you really mean "à" and "dans"? Because "dans" means "in" and "à" can assume a lot of meanings but "in" isn't normally one of them. From the lesson you are referring to, could it be that you mean "en" and "dans"?
If I go to the lesson page of the one you refer to and scroll all the way down to the bottom I find a whole lot of posts dealing with this issue. Does any one of them speak to the question you have? If not, can you post an example which gives you a problem?
-- Chris. (not a native speaker).
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