RORY: I can’t hold the wheel, you’re driving. The person who’s driving has to hold the wheel. That’s the first thing they teach you in Driver’s Ed.
Driver’s Education, a class or program, often organised by high schools, that helps give young people instruction in driving to help prepare them for their driver’s license test. The first Driver’s Education program in the US started in 1934, at a Pennsylvania high school.
Rory’s comment suggests that she took Driver’s Ed, possibly at Stars Hollow High, since she (impossibly) already has her license before she starts at Chilton.