Do you like going out to work? Work out is a very colloquial sentence, which often appears in American TV series.

Do you like going to the gym to exercise?

Do you like doing sports in the gym?

How many times a week do you go to the gym to exercise?

How many times a week do you exercise in the gym?

He goes to the gym to exercise three times a week.

He goes to the gym three times a week.

He likes my cooking very much.

He likes my cooking very much.

We are going to have a physical examination tomorrow.

We will have an examination tomorrow.

Please ask questions.