If our company has mandatory working hours on Saturday (5 hours) and employee tells us he can’t work on Saturday because he’s going to school can we ask him for proof that he’s attending class?

Yes, you absolutely may require a note. Just be sure and have written policies that are equally enforced for everyone. If you know of other similar circumstances where the worker was not required to provide proof of the reason for the absence, be careful not to spark a controversy of discrimination accusations.