We'll start in the Palaestra.
Maybe work out a bit with some weights.
We
are now in the changing room (Apodyterium) to get out of our
clothes.
Here you can see the disrobing
Roman. 
Above
him is his "locker" for his things.
Now, lets go bathe. We'll start in
the cold water bath called...
the
Frigidarium!
Then we'll go to the warm water bath called the....
The Tepidarium!
Then, off to the hot bath called the...
The Caldarium!