The Helios Gym is a gym located on the Helios and is the only known gym on the ship. it is located on the first floor in Apartments of the Faraday District. It is #29 on the Helios bow map. Based on the map, the Helios Gym housed the Helio's Swimming Pool, which is #30 on the bow map.
Rose Archer can find the entrance to the Helios Gym while exploring the Apartments in search of her sister Ada Archer, but the entrance is locked, making it impossible to enter. The doors and the floor by them are covered in blood and a dead man rests by them, implying there was a struggle inside.