Translation:She goes to the gym three times a week.
Why can't this sentence means "She walks to the gym three times a week"? In other situations go and walk seem to be interchangeable when using "går".
If she walks to the gym it would say Hun går til helsestudio.... If you are a user of/regularly attending a gym, the set phrase is gå på helsestudio. The preposition is the key here.
Personally I think "helsestudio" is antiquated, but my husband explains it as a "treningssenter" (your regular place for lifting weights and doing zumba) which also has a spa section/physiotherapy/or something like that.
When using the noun in its indefinite form, it becomes the "institution" rather than one specific unit. Which is more often than not correct use in Norwegian, especially with the "gå på" phrase which means "attending".
Jeg går på skole = "I go to school" ie I am a pupil and attend classes. Jeg går til skolen = "I walk to school" ie I walk to the building which is the school (I may or may not be a pupil/work there etc). The prepositions is often a way of differentiating the separate meanings. "Gå på" attending, "gå til" movement.