Run, jump, dance, laugh, whatever gets you moving. Who cares if you cough all over. And if all else fails, and you're too tired to exercise, make yourself cough. It's a great technique if you can master it, and can really pull stuff out. It helps loosen mucus and decreases shortness of breath and muscle deterioration.
Exercise also gives the person a sense of well-being and independence.
People with CF who exercise regularly find increased stamina and often times, less congestion. With much of the focus on medications, treatments, hospital stays, and transplant issues, it can be easy to view CF in purely reactionary terms.