I'm sure they go to gym class. It would be way too weird not to.
For what they do, I'm guessing that they just act human. They act like they're decent at sports and such but certainly, not even remotely close to vampiric level. Gym must be their most frustrating class (besides history, perhaps)
From someone who is challenged in gym, I'm sure that they would act the level of the majority of the kids, not too skilled, but not like Bella either.