Ann's answer is partially correct. If you practice Capoeira (as many people do), you can say, "I play capoeira". In regards to virtually any other martial art or combat sport, it's fine to say "I do karate", "I practice karate", or "I train in karate". It used to be more customary to say "I study karate", but more recently, it's not used as much. Hope this helps.

I practice or I study. No one in the US would say play

With physical activities like martial arts, meditation, and yoga, the correct verb collocation is "do."