Fellow has a collection of works related to military exercise (9)
I believe the answer is:
manoeuvre
'exercise' is the definition.
(thesaurus)
'fellow has a collection of works' is the wordplay.
'fellow' becomes 'man' (fellow can mean a man).
'has' says to put letters next to each other.
'a collection of works' becomes 'oeuvre' (I am not sure about this - if you are sure you should believe this answer much more).
'man'+'oeuvre'='MANOEUVRE'
'related to military' is the link.
I am not very happy about this link. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for manoeuvre that I've seen before include "Clever stratagem" , "plan" , "Carefully contrived scheme" , "See 16" , "Skilful act or movement" .)