There is a strong connection between physical training and our ability to concentrate.
It all starts with hormones released in our body. During training, we produce adrenaline, endorphins, growth hormone, testosterone and serotonin. These hormones play a key part on our overall good feeling, by helping us to become more relaxed, more immune to pain sensations and thus targeting in a non direct way the promotion of our abilities to concentrate on everyday tasks and enhance our learning abilities.
But this is only half of the story. In order to understand how training increases our brain functions, we need to recognize which main components get our brain going: Sugar and Oxygen.

Now it becomes really simple (yet still fascinating)!

By performing aerobic training routines (such as swimming, jogging, spinning etc), we are actively improving our oxygen delivery systems within the body. In addition, during aerobic workout routines we engage our cardio (heart and lungs) system, which is responsible for oxygen supply and the way it is utilized.
To put simply, oxygen travels through our blood, thus by improving blood circulation we help the oxygen travel and by improving our cardio, we also help our body to efficiently utilize this oxygen and oxygen supply in the most optimal way for both our bodily functions as well as our brain.
Combining aerobic and anaerobic training (like strength training, pilates etc) can further this efficiency even more for better brain functions and results.
In addition, training also helps to maintain healthy and balanced blood sugar levels, by changing the sensitivity to insulin and improving the insulin response. These balanced blood sugar levels promote healthy and efficient brain activity.
A study of alzheimer disease which took place in Colombia University discovered that the damage to the memory is affected by high levels of blood sugar (which increases with age due to difficulties in maintaining healthy systems in the body such as insulin sensitivity and response). By keeping our bodies active we are significantly balancing blood sugar levels, which is vital for maintaining a healthy memory in both the short and long run. High blood sugar levels can result in anything from hyperactivity, fat gain, nerve damage and over the long run, even death. Losing weight can improve your body’s response to insulin and therefore help in reducing blood sugar levels.
Therefore, it is no surprise that it has been proven that training regularly improves not only our memory and concentration (both of which are vital for our ability to learn, process and store new information), but also our energy levels, alertness. Physical training promotes overall healthy cognitive functions.
The recommendation is for aerobic training routines (speed and prolonged activity) combined with anaerobic (strength) which impacts the nervous system. It is highly important to also train for equilibrium and correct imbalances in the body so that we can move forward and exercise our balance and coordination center in the brain. Keeping training routines varied is also important. Another thing that can be helpful and fun is to play mind games which engage your brain activity, such as maths and word games and games which help practice our memories.