Do it in a common area like the lunchroom or wherever people congregate before or after school (just make sure it's not the halls when people are trying to get to class).
It honestly depends. You could consider the Pokemon your first encounter, and catch another after the mandatory knockout or ignore it and catch something else when you can get some...
Wearing heels is usually a bad idea as you'll likely be standing for long periods of time, and jumping around, and may either injure yourself or the people around you....