A frame of wood at the leisure centre (4)
I believe the answer is:
'a frame' is the definition.
(sash is a kind of frame)
'wood at the leisure centre' is the wordplay.
'wood' becomes 'ash' (wood from an ash tree).
'at' means one lot of letters go next to another (I've seen this in other clues).
'centre' indicates the central letters.
The centre of 'leisure' is 's'.
'ash' put after 's' is 'SASH'.
'of' is the link.
(Other definitions for sash that I've seen before include "Type of sliding window" , "(Uniform) strip; window-frame" , "Item of clothing - frame for glass" , "Ribbon as a symbol of rank" , "Band worn over shoulder or round waist" .)