Almost any activity can be a mindfulness activity, it just depends on how you perform the activity.
You can exercise and be mindful by focusing on the muscles that are being activated as you lift the weight and lower it. Really focusing on the feeling of the muscle, on how it contracts, paying attention to how heavy the weight feels, and to any other sensations you experience while exercising.
You can be mindful while walking also. Focus on your steps, on how it feels when your heel touches the ground. Try to focus on how you are stepping, what you are stepping on, the speed at which you are walking, the way your whole body moves with each step.
Really, almost any activity can be done mindfully. Even typing on a keyboard can be done mindfully by focusing and directing your attention to how it feels when your fingers hit the keys as you type.