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In the workouts app, you can select the "Other" workout. After your work out, you can click "Change icon" in the workout summary pane, then select any of the work outs you would usually select from the "Workouts" section of the Health app on your iPhone.

I don't believe it's currently possible to create custom workouts however. You're stuck with whatever the Health app offers for now. If you want to do a work out not listed in the Health app, you can just leave the workout categorized as "Other".

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