A specific exercise program is often needed at first. Such a program takes into account the underlying problem as well as your general health. For the fastest rate of recovery and to avoid making a problem worse instead of better, safe, prescriptive exercise is best.
The PT understand the effects of different types of exercise. The same is true for how much exercise and the intensity of each exercise needed for each specific problem.
Once you get past the first step, then a group program or even just a home program may be the best next step. Your therapist can help you find the right group or activity for your individual situation.