Typically but sometimes they don't because of scheduling issues and player issues (many high school athletes play multiple sports). High schools typically only have 1 gym and 1 football/soccer stadium so there are times where the season must be adjusted because the facility isn't available for everybody to use at the same time.
Gyms typically have boys & girls basketball (usually several levels of each), volleyball and other school related activities all using it.
The stadium has football, boys & girls soccer (once again several levels of each), track teams, and stuff like that.