It depends on the context. Offhand, I can think of at least three different meanings. 1) to exercise "If you want to get stronger, you will need to work out more." "I'm going to the gym to work out." 2) to have a good result in the end "I just don't think our relationship is going to work out. We should probably break up." "Even though things seem bad right now, don't worry. It will all work out." 3) to think something through / to solve something "I still need to work out the answer to this last math problem." "I just can't work out what he means by that." "I've worked out a plan to pay off my loans in three years."

To work out is to exercise or go to the gym.

it means going to Gym