Dollet is where Squall's got his gunblade from. He learnt how to use it by himself, not Balamb Garden. BG was just his puppet; granting him the access to the training room to boost his skills. That's what schools are for.

It's logical. If Balamb Garden teaches students the Gunblade specialisation in general, then Squall/Seifer wouldn't be the only students that can use gunblades.