The most helpful way is to walk (no need to run) in clean, traffic-free air. (preferably in large parks) walking immediately after rain or immediately after a lightning storm is especially recommended. It is essential to practice (possibly as part of yoga classes) deep breaths and exhalations. It is increasing the lung volume that has suffered a heavy load.
Swimming is an excellent sport for COPD patients, provided no harsh chemicals such as chlorine are in the water.