Nemo is a dog in the 2nd Mass. Hal Mason threw a ball for him while scouting the Acton Armory to see if there were any Mechs or Skitters. Nemo chased after the ball and a Mech showed up, at which Nemo started to bark. The Mech then shot at Nemo, but he ran back to the group from the 2nd Mass. Nemo was nearly killed but Jimmy saved it, also nearly getting killed in the process. (The Armory)
Nemo typically hangs around Jimmy, due to Jimmy taking care of him. Nemo most likely went with the other civilians being evacuated from the school when the Skitters and Overlords learned of where the school was.