Am I allowed to leave my dorm to go shopping on weekends?

I don't think any boarding school would lock their students into the dorms during the weekends - but I would assume that there are different rules for different schools. It also depends on your age. If you're only 10 years old, it is different from someone who's 16 or 17. The easiest way to find a correct answer to your question is to visit the website of the school you want to go to and then check out the information about them, or send them an email or ring them. We can't really give you a proper response here unless we know what school in which country you want to go to at which age.