Do frogs need exercise

No they don't. All they need is food, air, and water (lettuce can be food for them). ---- Frogs, like most animals, have muscles, which should be regularly stimulated to keep them functioning perfectly. "Stimulation" in this sense does not mean setting up little treadmills and cycling machines, but rather just active movement in general. Confine a frog to a small space, and it will become weaker and weaker, as its muscles lose the need to function.