The correct option is
D going
The verbs that do not explain the tense of the sentence and do not agree with the subject are called non-finite verbs. Non-finite verbs are usually infinitives, gerunds and participles.
Option A - 'Saw' explains to us that the sentence is in the past tense. As 'saw' explains the tense of the sentence, it is not a non-finite verb. Hence, option A is incorrect.
Option B - 'To' is used as an adverb, infinitive marker and a preposition. As it is not even a verb, 'to' is not a non-finite verb. Hence, option B is incorrect.
Option C - 'School' is the object in the given sentence. Hence, option C is incorrect.
Option D - Though 'going' is the participle form of the verb, it doesn't explain the tense of the sentence and it also doesn't agree with the subject. Hence, it is a non-finite verb. Thus option D is the correct answer.