You would probably be better looking for a plugin that is made for training and training schedules. WordPress post types are not made to insert data in and out of. The Categories are called taxonomy in WordPress. WordPress has the ability to create new taxonomies. But it is more of an exercise for programming.
Generally, when you want to create users and assign attributes to them you use what are called custom fields. These fields allow you to assign different attributes to a post. In your case exercises.
You would then create a post or posts for each of the exercises and assign it to a category for instance running. You would then have to query all your exercise for one that matches running and post it to the user’s information. It’s more of a program than a simple query.
WordPress has the capability to do all this but it requires more than a simple query.