What cause Polycystic ovary syndrome (pcos) and do exercises and losing weight cause this? Or this is something that females born with?

Born with. this is a birth defect and not caused by weight loss or exercise.
Weight gain not loss. PCOS is caused by insulin resistance in the majority of people with this condition. Typically there is a family history for diabetes, weight problems, and other family members with PCOS. You are born with the genetic tendency, but weight gain contributes to insulin resistance. Weight loss improves the condition.