I'm glad to hear that you are trying to figure out ways to exercise more. Asthma is an inflammatory condition of the small airways in the lungs. A pulmonologist
is the type of doctor
that specializes in asthma treatment. Many primary care doctors
also treat asthma.
The windpipe, or trachea, is the large airway that starts in the throat and goes to the level of the mid-chest; then it branches into a right and left branch, and those branches then branch further and further, forming a tree-like structure inside the lungs. As the branching continues, the airways become smaller. It is those small airways that are inflamed in asthma. What this means is there is extra fluid and irritation around the airways, causing them to spasm and become narrowed, which is what causes problems with breathing and wheezing in asthmatics.
You can take several measures to avoid this wheezing and inflammation. First, do not smoke cigarettes, pipes, or anything else, since smoke irritates the airways more. Second, if you find that particular environmental exposures make you feel worse, avoid those (such as pet hair, perfume, or pollen). There are no particular "exercises" to improve your lungs, but I encourage you to continue an exercise program after consulting with your doctor.