Hello, Ahmed Osman,
We don’t have school on Sundays and Mondays.
I think the sentence above is correct. "Sundays and Mondays" is like a unit — the days of the week when the speaker doesn't go to school.
The conjunction "or" would sound more emphatic, as if considering both days individually: We don't have school on Sundays, and we also don't have school on Mondays.