"그는 운동을 해봐요."
Translation:He tries to exercise.
The object particle "을" should be removed if the desired translation is the suggested "He tries to exercise." As the sentence is written, "exercise" is a noun and the direct object of the sentence. "He tries exercise." is a more accurate rendition of the Korean sentence, as in-- He tries exercise, but finds that he prefers dieting as a means to lose weight.