These three sentences all mean "I go to the gym twice a week", but they use different tenses with the following differences:

-"I went to the gym twice a week" is used in the present perfect continuous tense, emphasizing that the action has continued from the past to the present, with emphasis on the continuity of the past action and the present result. I have been to the gym twice in a row.

I went to the gym twice a week. The present perfect tense focuses on past actions and experiences, which has little influence on the present. I have been to the gym twice.

-"I go to the gym twice a week" uses the simple present tense to express habitual actions or reasons. I go to the gym twice a week.