How can I set a link to my gym so that siri can find it
Create a contact entry for your gym with phone number, website, and address. You can put the name of the gym in the company field and then you can create a nickname that just says "Gym"... problem is that Gym and Jim sound alike. 

What I now tried was setting up a new address to my person vCard with a custom tag. I have gym now as a customer address on my card and why I say "Get to directions to gym" it worked. 



With having the gym as a separate contact entry, does it work when you say the Gym's name?