ANSWER:

You can go to the gym if it’s segregated and you must put on earphones and listen to Qur’an or some beneficial lecture to block the music. 

Can i go to a gym where music is played I try my level best to not listen to it. This is the easiest way to get exercise since its monsoon and going for a walk is not possible and witot any workout i end up gaining weight P.S: Gym has a special slot for women so Alhumdulillah it gets really easy only the music is my concern