Drill might vex them (8)
I believe the answer is:
exercise
'drill' is the definition.
(I know that drill can be written as exercise)
I cannot understand how the remainder of the clue works.
Can you help me to learn more?
(Other definitions for exercise that I've seen before include "Task for pupil" , "that every prisoner should have" , "Task performed to develop skill" , "Do it to develop skill or fitness" , "Workout" .)