As noun, “exercice” is correct. We can also use “entrainement” (à la course, au badmington, etc.) which is “training” in English.

An “exercice” can be considered as a specific (specialized) part of the (more general) training. Also an “entrainement” is a set of “exercices”.

So the translation to use (“exercice” or “entrainement”) is dependent on the context.

As verb, “s’exercer” ou “s’entrainer”.