You enter the trophy room and then go to the gym. The trophy room is in the same hallway as the cafeteria
I'll make a game guide later, but in the game options, enable "Show Clickables" and "Show Tooltips". If possible, keep the game in English, since the automatic translation may have changed the names of the options significantly.
Starting from your room, go to Dormitory Hall → Class Hall → Audiovisual Hall → Main Hall → Commons Hall → Female Shower (it's the right-hand door closest to the next hallway that leads to the Trophy Room).