The Grand Ducal couple toured the whole campus to get an overview before visiting different courses and workshops. They then met with students and teachers. In the end, they had lunch in the school's canteen.
Well, I must have went to the wrong school then as I never had lunch in the canteen with any European royalty or any important person whatsoever...
A gallery of pictures of the visit can be found here and see a video of the Grand Ducal couple in action right here. You can also have a look at an article of Wort about the visit.
Source: Cour grand ducale