In the afternoon, the dormitory keeper told me that she had found a box of cigarettes from a girlfemale student of mine.

Generally, "boy" and "girl" should not be used as adjectives outside of situations where you want to indicate that something is intended for boys/girls (or men/women).

Then I questioned the girl about it, and I knownit turned out that there were several students, including three girls, involved in it.

If you want to say that you knew the students concerned, you could add "whom I knew" after "several students."

I reported it to the director and their parentsir parents and the director.

"Principal" or "headmaster/headmistress" may be better than "director."
Since the antecedent to "their" is "several students" or "three girls," it seems more appropriate to put it first.