I've read in many places that refined sugars, breads and other like products can cause acne? is this true? can a healthy diet improve acne? exercise?

It's junk: You've discovered that there's a huge fantasy literature on "this food is good / bad for this / that disease." people write their subscientific observations and decide that somebody saying there's no effect must be ignorant / unspiritual. The real controlled studies show basically zero diet effect on acne. Good diet & fitness are benenficial for their own sake and general health.