Fitness and Exercise are inextricably linked. You can't expect to be physically fit unless you put the time and effort in to exercising and eating properly.
Exercising properly involves taking part in a range of different exercise programs. A full approach to fitness and exercise involves aerobic and anaerobic training, strength training and stretching along with a balanced nutritional program.
The first step towards creating a fitness and exercise program is to establish your goals - whether they are weightloss goals or performance goals. You should then to consult a nutritionist and a personal trainer who can help you put together a program to achieve these goals and set specific dates by which you want to achieve them.
Be realistic - there is no point in killing yourself to achieve the impossible. The more realistic your goals are the more likely it is that you will achieve them!