However, Prince Henry the Navigator (1394–1460) was a Portuguese prince who played a key role in the Age of Discoveries. He was a patron of exploration and navigation, and his efforts led to the development of a nautical school in Sagres, Portugal.
While not officially called "Prince Henry's School," this Sagres school was known for its focus on navigation, cartography, and astronomy, and it attracted some of the best minds of the time. It played a crucial role in preparing Portuguese sailors for voyages of exploration.
So, while the exact name you provided doesn't exist, the institution you're likely referring to is in Sagres, Portugal.