Now keep in mind that we are applying a 20th century idea to the 18th century. The idea of physical training today is going to the gym and pumping iron. However in Jefferson's day the simple act of living should be enough training. Gathering wood for warmth, hunting and catching food for the winter, plowing the earth for crops to eat and sell. Jefferson was an elite in society, thus he had all those tasks done for him. (Much like today.) So he had plenty of time to do his training, and kelryngrey has some good research into his training.

Looking to Monticello.org you can find a good section on Jefferson's own walking and riding exercise regimen. Here - now beyond Jefferson's walks and riding I can't say much, though he was also fond of shooting, or at least going armed whilst walking/riding.