The first frame has a cocktail glass and one character holding a non-clear drink. Obviously not a gym. The drinks would indicate that it is a bar or a party (or even a party at a bar) and two outfits of wildly different concepts would tell the story that it is most likely a fancy dress party.

So I would assume fancy dress party at a bar, house, or other venue. I guess technically it could even be a party being thrown at a gym, but there are no contextual clues that would indicate that.