The built-in Workout app on Apple Watch does not include "gym training" as a main activity type, but workouts for activities that are not included within the main activity types can still be named using a wide choice of labelling options.
For workouts that are neither included within nor sufficiently similar to the main activity types, record your workout by selecting "Other" as the activity type.
Upon ending the workout, tap on the option to Name Workout. Available labels include, for example, Strength Training, Mixed Cardio and Functional Training.
"Other" workouts that have previously been named will become available to repeat within the Workout app, complete with their previously selected naming label.
When recording a workout via the Workout app, choosing the activity type that most closely matches your workout enables Apple Watch to use the most appropriate sensors and data sources when estimating the results, including using tailored calorie calculations for preset activity types.
For activities that are not included within the list or that are not sufficiently similar - including, for example, weight training - record your workout under "Other".
This credits one minute of Exercise for each full minute of the workout. Active calories for Other workouts are estimated at a rate equivalent to a brisk walk or based on data recorded by the heart rate sensor, whichever is higher.
Note that tracking can be affected during a workout if your watch loses contact with your skin. Better contact with your skin may also improve heart rate sensor performance during your workout. Apple suggests that you consider tightening your band before workouts and loosening it again afterwards.
For any activities that involve flexing your wrists, it may also help to move your watch a little higher up your arm, away from the flexing joint. Also keep in mind that the heart rate sensor is likely to give better results for workouts that involve rhythmic (eg running) rather than irregular movements.
Work out with your Apple Watch - Apple Support
About workout types