"She goes to the gym three times a week."
Translation:Hun går på treningssenter tre ganger i uken.
We often leave the noun in its indefinite form, and without an article, after "å gå på" (to go to), and to a lesser degree after "å være på" (to be at).
When used with locations, this turns them into expressions describing the action you usually engage in at this location: she actually goes to the gym and works out there, she's not just walking to the gym to meet someone, or to then make a right and go to the store instead. The focus is on the action, on working out at the gym, not on the geographical location or on the gym itself.
This doesn't work with all words (that would've been too easy!), but here are a few:
It can also mean to "be on" something over a period of time, such as drugs or benefits:
å gå på medisin
å gå på trygd