A menstrual cup is a flexible cup that's designed for use inside the vagina during your period to collect blood. The cup doesn't absorb your menstrual flow like tampons or pads do. Most menstrual cups are made of silicone or rubber. If you are sensitive to latex, you'll want to buy silicone cups to avoid any issues

Menstrual cup is really good if you are used to it. It's comfortable even in activities like swimming. So, if you are using one you can certainly go to the gym with it. Now, talking about myself, I was not mentally prepared to use cups so I m still using pads. I use pads from Paree brand which are long sized, wide and comes with good absorbency. So, this too works during my workouts.