You may feel warm during and after exercising. However, exercise is not a problem when using Natural Cycles since you measure your temperature with a basal thermometer first thing in the morning before sitting up, getting up, or doing anything else, or your temperature is synced from your wearable device after you sleep.
If you exercise during the day, you can measure your temperature the next morning as usual. Please read here to learn about when to exclude a temperature.
It is, however, good to remember that a significant increase in exercise, just like any big lifestyle change, may affect your cycle. Tracking your cycle using Natural Cycles can help you see if anything is different for you.