Yes, they allow you to do anything but no smoking, no sheesha type of thing, no alcohol drinking, etc. Yes, people do but once they catch you then you are going to say bye-bye to this company.
Go to gym its your own life dear but get prepare for your duty next day
you will share with one person if you are in the company accommodation which is expensive and I would like to say change your accommodation and leave QR Premises
Check How to find cheap accommodation in Qatar