All perfect praise be to Allah, The Lord of the worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and messenger.
There is nothing wrong with entering a place designated for sports if you are given permission there as long as it is free of evil things, such as mixing or music. If you enter and then something evil occurs, leave it. There is no doubt that it is evil for a man to practice sports in a small room where there are women practicing sports because this is a forbidden mixing and other things that are not permissible.
Allah knows best.