Swimming trunks/swimsuit. Clean indoor trainers for basketball/volleyball/circuit training/etc, or scruffy outdoor ones for cross-country running, orienteering or anything muddy outside. In winter they may need to take something warmer if there's outdoor activities planned, some locations in the north or near mountains may even do skiing or cross-country skiing. In our school in winter time we sometimes did scottish country dancing, so you didn't really need "normal" P.E. class gear if that's what was on.
I don't know what this school in particular offered but there's a bunch of possibilities.