This study will examine the effect of supervised exercise training on cardiopulmonary function in men receiving the combination of enzalutamide (ENZ) and androgen deprivation therapy (ADT) for treatment of non-metastatic, hormone-naïve prostate cancer. No study to date has examined the efficacy, tolerability, and safety of exercise training to prevent and/or mitigate common adverse toxicities in men receiving combination androgen suppression therapy for hormone-naïve prostate cancer.