You shouldn't have to take a player to the gym... That would be just too time consuming and it would leave the players development too much in the hands of the player. You could just do the cheesy thing and train the players into a team of super-stars with time and that is just dumb.
You should be able to set training programs for off-season (or something like that) and the players would follow it according to a stat they were given. Work Ethic is a good name for it.
An in dynasty practise mode to test your new players would be welcomed, but no gym stuff. Maybe when we get the career mode where we play only one player.