。
She trains every day at the fitness club.
Literal
She [topic-は] fitness-club [at-で] every-day trains.
フィットネスクラブ is a katakana compound borrowed wholesale from English 'fitness club' — Japan adopted the gym-membership concept along with its name in the 1980s, and the term sits comfortably alongside more domestic options like スポーツジム ('sports gym'). 訓練する ('to train') is a Sino-Japanese verb formed by adding する to the noun 訓練 ('training'); it carries a slightly more disciplined, structured nuance than the everyday 練習 ('practice'). で marks the location where the action happens, distinct from に which would mark a destination or static location.