Ferrets need little encouragement to exercise – they love it!
It's important that they have enough space to run around. An outside run is ideal. If your ferret is housed indoors then provide lots of opportunity for crazy play in the house. After an energetic session a ferret can fall asleep almost anywhere and be "out for the count", ignoring attempts to wake him. A tasty bit of food under the nose will wake up a ferret at once!
Ferrets can be trained to walk on a lead, although don't expect miracles, they will only go where they want to.
Ferrets appreciate regular gentle handling. Take the opportunity to examine your ferret regularly for signs of ill health. Well socialised ferrets will rarely bite.
Ferrets play rough amongst themselves, they just need to learn that humans aren't quite so tough.