To enter in the gym to train you will need first of all find Maito Gai in the jounin standby, once you did it, you will need buy some time of training with him.

Once inside you can train your mold chakra by walking in the water.
(In this water you dont need mold chakra to walk)

And... You can also train your Defense, Taijutsu, Ken, Ninjutsu and Distance with the trainers.

You can train ninjutsu in the waterfalls.

If you want leave for save some time or see how much time you still have, go to the Maito Gai and speak with him.