Yes, you can.
Go to the device Settings – tap on Weight Loss Walking – enable Motion & Fitness option.
When you walk on a treadmill, open the app Home screen, tap Start and activate the Indoor mode.
Important: the app tracks the stats only if you keep your iPhone in the pocket or on your arm. Otherwise you have to fill in the logs manually: Menu – Logs – choose your workout – Pencil icon – enter the parameters you see on a treadmill screen – tap the check mark icon to save the logs.
Have a great workout in the gym!