zimu de undousimasu.

It’s pronounced roughly:

jimu de undō shimasu

A natural English-style guide would be:

• ジム = jee-moo
• で = deh
• 運動します = oon-doh shi-mahss

A few notes:

• ジム is written in katakana because it is a loanword from English gym.
• The う in どう helps make the o sound long: dō.
• します is polite, so the whole sentence sounds neutral-polite.

In this sentence, で marks the place where an action happens.

So:

• ジムで = at the gym
• 運動します = exercise

Put together:

• ジムで運動します = (I) exercise at the gym

This is one of the most common uses of で.

Compare:

• 学校で勉強します = study at school
• 家で食べます = eat at home
• 公園で走ります = run in/at the park

Because 運動します is an action, and で is used for the location where an action takes place.

• で = where something is done
• に = often used for a destination, a specific time, or existence

So:

• ジムで運動します = exercise at the gym
• ジムに行きます = go to the gym

If you are saying what you do there, use で.
If you are saying where you go, に is often used.

Japanese often leaves out the subject when it is understood from context.

So ジムで運動します can mean:

• I exercise at the gym
• We exercise at the gym
• He/She exercises at the gym

In real conversation, the listener usually knows who is being talked about.

If you want to state the subject explicitly, you can:

• 私はジムで運動します。 = I exercise at the gym.
• 彼はジムで運動します。 = He exercises at the gym.

But in many situations, leaving it out sounds more natural.

運動します means to exercise or to do physical exercise.

It comes from:

• 運動 = exercise / physical activity / movement
• します = do

So literally it is something like do exercise.

This is a very common pattern in Japanese:

• 勉強します = study
• 仕事します = work
• 運動します = exercise

Even though English says exercise as a verb, Japanese often uses a noun + します.

The dictionary form is 運動する.

• 運動する = plain form
• 運動します = polite form

So:

• ジムで運動する。 = plain/casual
• ジムで運動します。 = polite

Learners should get used to seeing both forms, because dictionaries usually list verbs as する, not します.

It is a loanword written in katakana.

• ジム comes from English gym

Katakana is often used for:

• foreign loanwords
• foreign names
• some sound effects
• emphasis

So ジム is not a native Japanese word in origin, but it is a normal everyday Japanese word now.

The spaces are usually added for learners.

Normal Japanese is typically written without spaces, so this sentence would normally appear as:

ジムで運動します。

Textbooks and beginner materials often insert spaces to make it easier to see the parts of the sentence.

The sentence follows a very common Japanese pattern:

place + で + action

So:

• ジム = gym
• で = at/in (where the action happens)
• 運動します = exercise

Japanese often puts the verb at the end of the sentence, unlike English.

Compare:

• English: I exercise at the gym.
• Japanese: (I) at the gym exercise.

That verb-final structure is very important in Japanese.

Yes. That is also natural.

• ジムで運動します = exercise at the gym
• ジムでトレーニングします = train/work out at the gym

The nuance can be slightly different:

• 運動します is broad and general: physical exercise
• トレーニングします can sound more like structured training or workouts

Both are common, and which one sounds better depends on the situation.

Yes. 運動 is broader than just going to a gym.

It can refer to physical activity in general, such as:

• walking
• jogging
• sports
• exercising at home
• working out at the gym

So ジムで運動します specifically tells you the place: at the gym.
Without ジムで, 運動します just means exercise in a general sense.

No, not here.

運動します is commonly used without を when it simply means to exercise.

So this is natural:

• ジムで運動します。

You may also see patterns with を in other expressions, but for this basic sentence, no object is needed.

The key role in this sentence is the location marker で, not an object marker.

ジムで運動します。 is polite and neutral. It is good for:

• speaking to teachers
• talking to someone you do not know well
• classroom practice
• standard polite conversation

A more casual version would be:

• ジムで運動する。
• ジムで運動してる。 = I’m exercising / I exercise at the gym (casual conversational style)

So the sentence you have is a good standard form to learn first.