What do Hogwarts students do on the weekend

Do students wear Muggle clothing when not in class at Hogwarts (like in the movies)?

No, basically never at Hogwarts. In the scene in The Prisoner of Azkaban For example, they wore robes, of which you have a picture in the question. For example, after everything happens and you are in the hospital wing and Dumbledore suggests you should use the time turner, we have:

But Hermione fumbled around the neck of her robe and pulled out a very long, very fine gold chain from under them.

Harry Potter and the Prisoner of Azkaban - p.288 - Bloomsbury - Chapter 21, Hermione's secret

When they go to Hogsmeade on the weekend they wear robes. For example, this was shortly after Harry came back from Hogsmeade, when he pelted Malfoy with mud, Crabbe and Goyle and Malfoy saw his head in Hogsmeade when his invisibility cloak slipped off:

Harry followed him down the stairs and tried to wipe his hands clean on the inside of his robe without Snape noticing.

Harry Potter and the Prisoner of Azkaban - p.208 - Bloomsbury - Chapter 14, Snape's grudge

We also see them in robes during the DA meetings, in the evenings after school (although they are also in uniform in the films for DA meetings):

"Well, my father is very supportive of any action against the Ministry!" said Luna Lovegood proudly from behind Harry; Obviously she had overheard his conversation while Justin Finch-Fletchley tried to pull away from the robes that had flown over his head.

Harry Potter and the Order of the Phoenix - p.350 - Bloomsbury - Chapter 18, Dumbledore's army

And on the weekends. They visit Grawp during the last Quidditch game of the season, which takes place on the last weekend in May. On the way through the forest:

It was a great struggle to keep up with Hagrid, which had to do with twigs and tufts of thorns that Hagrid marched through as easily as if they were cobwebs, but which snapped Harry and Hermione's robes and often entangled them so much that they lasted for minutes had to stop at a time to break free.

Harry Potter and the Order of the Phoenix - p. 606 - Bloomsbury - Chapter 30, Grawp

They also wear robes at Christmas. On Christmas Day they took the polyjuice drink:

His shoulders stretched painfully and a tingling sensation on his forehead told him that hair was creeping down to his eyebrows; his robes tore as his chest expanded like a barrel bursting its tires; His feet were excruciating in shoes four sizes too small ...

Harry Potter and the Chamber of Secrets - p.162 - Bloomsbury - Chapter 12, The polyjuice drink

In The Philosopher's Stone They even wore robes for most of the journey home on the Hogwarts Express:

And suddenly their closets were empty, their suitcases were packed, Neville's toad lurked in a corner of the toilets; All students were given notes warning them not to use magic during the holidays ("I always hope they forget to give this to us," said Fred Weasley sadly). Hagrid was there to take her to the fleet of boats that went across the lake; they got on the Hogwarts Express; talk and laugh as the landscape got greener and tidier; Eating Bertie Bott's Every-Flavor Beans as they speed past Muggle towns; take off their wizarding robes and put on jackets and coats; Entering platforms nine and three quarters at King's Cross Station.

Harry Potter and the Philosopher's Stone - p.222 - Bloomsbury - Chapter 17, The man with two faces

In fact, Harry is so used to wearing robes that we put this little piece aside at St. Mungo's where they wore Muggle clothing to fit in on the trip to London:

(Harry wanted to stomp on Ron's foot, but this is much more difficult to go unnoticed when you're wearing jeans rather than robes.)

Harry Potter and the Order of the Phoenix - p.454 - Bloomsbury - Chapter 23, Christmas on the closed ward

This is one of my favorite hates about the movie franchise the way it happens. Ruins the immersion.

you wear however, pajamas in bed.

MissMonicaE

But wear robes as clothes or about Muggle clothing like they do in the book illustrations? Justin's robes fly over his head, but it seems like an inconvenience rather than a serious wardrobe malfunction, like your skirt flying over your head.

Au101

@ MissMonicaE I think it depends. You may remember the scene in The Order of Phoenix where Harry sees James torturing Snape and Snape is definitely only wearing knickers under his robe. But there are certainly examples in the book of characters who wear different clothes under their robes, for example: "Harry took off his black school robes, took his wand out of his pocket and put it in the shirt he wished to wear under his Quidditch robes. "I definitely get the impression that this is extraordinary

Au101

@MissMonicaE In the case of Justin robes are robes, there is quite a bit of material, I don't think it's fair to assume he showed his drawers to the entire prosecutor. In any case, does it sound like it could be turned into a follow-up question?