PR programs vary enormously. In a good program, you'll get a good orientation to exercise and learn how to continue to work out long after your rehab sessions are over. You should also get as much education regarding COPD as you get time to exercise. Topics covered can include meds, inhaler techniques, O2 delivery systems, breathing techniques, how the lungs work (and how our various diseases affect breathing), pacing yourself, setting priorities, how to talk with your family about your chronic condition, the importance of attitude, psychological issues associated with chronic disease, etc. Some programs do allow people to continue in a maintenance program. The most important thing you should learn is that you have to exercise ever day. For us, "use it or lose it" really applies and if we don't use it, the alternative ain't pretty. I work out every day, have never been in a PR program, and fully intend to die of something other than COPD.
I absolutely love my PR. My insurance doesn't pay anymore so I pay out-of-pocket, but it's definitely worth it. It is the only place where I can work out under controlled conditions on 3L of continuous O2. It makes me leave the house and gives me something to do twice a week. When I started, I couldn't stay on the treadmill for 5 minutes without my SAT dropping below 88. Less than a year later, I can walk for a mile in 30 minutes and ride the elliptical bike/stepper 4 miles in 30 minutes. I gotta have it. I only have between 30-35% of my lung function...
There's no reason you can't go to any gym or fitness facility with O2 and work out. I do it all the time when I travel, which is usually twice a month by air. I've been in more hotel fitness rooms with O2 than I can count just in the last year, and no one even looks twice. If you're not comfortable with your own knowledge of yourself, what you can safely do and not do and when you should stop, then by all means, continue in a controlled environment. Part of what you should be learning is to know your own capabilities and limitations. You don't live your life under completely controlled conditions. There's no reason to assume that exercising is any different.
Breathing exercises and techniques, local information on resources, exercises 3x week, reports to your pulmonary, great support and new friends. I go to Sarasota Memorial Hospital in North Port and love it. Been going about a year and graduated to maintenance. Really hate when I have to miss a class.
Haven't the strength to go to the gym. Yes I know mycapabilities