"One has to exercise one's brain often."
Translation:Man måste träna hjärnan ofta.
It's better to put ofta at the end of the sentence, because that way it'll be clear that it is a time adverbial. This makes it clear that the sentence means that you should do it frequently. If you put the adverbial before the verb, it is interpreted as a sentence adverbial. This makes the sentence mean more like 'In many cases, one has to exercise one's brain', which is not quite the same thing, if you see what I mean.
There are two mistakes in your sentence.
To begin with, when referring to something owned by the third person – 'her/his/their' when 'she/he/they' is the subject of the sentence, we use the pronoun sin. man is a third person pronoun so it also uses sin.
ens is the possessive pronoun for en or man. So it's like hans to han.
Han äter sin gröt 'He is eating his porridge'
Man äter sin gröt 'One is eating one's porridge'
Någon har ätit upp hans gröt 'Someone has eaten his porridge'
Man blir arg när någon har ätit upp ens gröt 'One gets angry when someone has eaten one's porridge'.
The second mistake is that you cannot have the definite form after a possessive pronoun. This goes for all of them, both in Swedish and in English.
min hjärna 'my brain'
hennes hjärna 'her brain'
and sin hjärna, ens hjärna and so on.