Is it okay to do exercise when trying to conceive?

Yes: There is no restriction on regular light exercise when trying to conceive. Very strenuous competitive sports have been shown to be associated with menstrual irregularity and hence conception.

Sure - within reason: Recreational but not competitive/professional exercise is fine preconceptionally, assuring good hydration, normal core temperature and injury prevention. Take Folic Acid 1-5 mg daily, avoid all smoking/alcohol and have regular vaginal intercourse at least thrice weekly around your ovulation period (middle of cycle typically) and you should have good news within 3-6 months! best of luck.

Yes in moderation : Yes exercise while attempting conception is fine. Should be done moderately without extreme exertion. Aerobic exercise 30-45 minutes 3-5 times a week with your heart rate at 70-85% max heart rate (221-age= max heart rate).