You diet and exercise, just like you would if you didn't have COPD. I went on an aggressive diet and exercise plan and over 18 months lost over 100 pounds. I got off 02 completely, put my c-pap in the closet, got my FEV1 from 16% to the mid-30s which is what it was when I was first diagnosed, reduced most of my meds by about 3/4 and got a whole new wardrobe. It takes determination and a lot of work but it was worth it. My FEV1 has stayed in the mid-30s ever since. Weight loss makes a really big difference. I used a 1200-1500 calorie diabetic diet a treadmill and a bike.
Proper heathy food, and a lot of walking and exercise. It really dose make a difference. It takes a little bit of work at first but you will build up strength.