锻炼 means working out, which emphasize that you do physical exercises in order to make your body fit and strong.

运动 only means doing sports.

While we do not distinguish them by their meanings as they are nearly the same.

In fcat, we use them in a little different way.

For example, we say 锻炼身体 rather than 运动身体.

To me, 运动 is more general exercise and 锻炼 is more to work out intensely. Does that make sense?

运动 as a n. usual more like sport such as 极限运动 extreme sports 运动员 athlete 

锻炼 use as a verb usual

锻炼身体 

thank you everybody. this makes more sense now

they are not the same. 运动 could be done just because you like it, for fun maybe. 锻炼 is often for health or better body shape. It is doing exercise for some purpose.