there are no lockerrs in the gym. i n order to use a locker you have to buy a day pass to the spa, a shameless way to gouge extra money from passengers. otherwise be prepared to trek from your cabin in your gym clothes.
Gym is free... as in exercise equipment. You have to pay for use of the lockers, the sauna, steam rooms etc. There may be an additional 'per class' cost for specialized classes such as pilates, yoga etc.
The only steamrooms/saunas on the shipa re in the spa.