Aim to exercise (5)
I believe the answer is:
train
I believe this clue is a double definition.
'aim' is the first definition.
(I know that aim can be written as train)
'exercise' is the second definition.
(training is a kind of exercising)
'to' acts as a link.
(Other definitions for train that I've seen before include "Public transport on the railway" , "Tailpiece of bridal gown" , "Exercise in preparation for some event" , "Groom" , "Instruct - exercise" .)