Bowling is a leisure activity you need to go to a special location for, so we'd normally say 'go bowling'. This is similar to 'go skating', 'go skiing' and so on.
As for fencing, we tend to use the verb, as in 'I fence in my spare time'. If you want to use the verbal noun form 'fencing', then yes, 'do fencing' would work. For example, 'Have you ever done any fencing?'