This phase II trial evaluates how a virtually supervised exercise intervention in combination with group counseling affects inflammation and the bacterial composition (microbiome) of the gut in smokers who are at high risk for lung cancer. Physical exercise has been shown to reduce lung cancer development and to have beneficial effects on the gut microbiome and inflammation. Group counseling may promote adherence to the exercise intervention by empowering participants to exert greater control over their behavior and environment. This clinical trial may help researchers understand how exercise impacts inflammation and the microbiome in people at risk for lung cancer and whether or not exercise with counseling can improve health outcomes in high-risk individuals.