Even back in round about 70BC the Roman statesman Marcus Tullius Cicero understood the importance of physical activity, not only to keep the body healthy, but also to look after the mind. Exercise is beneficial for both physical and mental wellbeing.
Mental wellbeing doesn't have a simple definition, but the Faculty of Public Health (2010) includes factors such as:
The sense of feeling good about ourselves and being able to function well individually or in relationships
The ability to deal with the ups and downs of life, such as coping with challenges and making the most of opportunities
The feeling of connection to our community and surroundings
Having control and freedom over our lives
Having a sense of purpose and feeling valued 
I think we can all relate to the importance of these factors in our lives, especially at the moment when the pandemic has led to a loss of feelings of control (will there be lockdown again?) and feelings of isolation and a lack of connectedness to our communities (who can we safely see and where can we safely go?). Whilst mental wellbeing can't solve many of the problems that Covid has brought - bereavement, illness, and economic issues, it can perhaps make it easier to cope with these uncertainties and challenges.
The current recommendations are for the average adult to do between 75 - 150 minutes of exercise each week. It can be moderate physical activity such as walking, hiking and cycling, or more vigorous activities such as running, aerobics and high intensity gym workouts. Any physical activity that gets your heart rate up will benefit you - and of course, if you can choose activities that you enjoy, then you're increasing the benefits to your mental wellbeing even more! Enjoy!
 Mental Health Foundation https://www.mentalhealth.org.uk/publications/how-to-using-exercise [Accessed 11 October 2010]