This phase III trial studies how well methylphenidate and physical activity works in reducing cancer-related fatigue in patients who are receiving anti-PD1 immunotherapy for cancer that has spread to other places in the body. Central nervous systems stimulants, such as methylphenidate, may help to improve cognitive function. Physical activity uses techniques, such as aerobic and resistance exercises, which may help to improve quality of life. Giving methylphenidate and physical activity may help in reducing cancer-related fatigue in patients with metastatic cancer who receive anti-PD1 immunotherapy.