It depends on the family. Some families send their kids to Muggle primary schools. Others home school them.
From an interview with JK Rowling:
Kai: "Where do wizarding children go to school before Hogwarts?"
JK Rowling: "They can either go to a Muggle primary school or they are educated at home. The Weasleys were taught by Mrs. Weasley."
And so were most of the children from wizarding families.
Also, J.K.Rowling's Official Site F.A.Q tells us:
What education do the children of wizards have before going to Hogwarts?
They are, as many of you have guessed, most often home educated. With very young children, as you glimpsed at the wizards' camp before the Quidditch World Cup in 'Goblet of Fire', there is the constant danger that they will use magic, whether inadvertently or deliberately; they cannot be trusted to keep their true abilities hidden. Even Muggle-borns like Harry[sic] attract a certain amount of unwelcome attention at Muggle schools by re-growing their hair overnight and so on.