If you intend to shoot the show “live-to-camera” you need to have a dedicated audio operator who can operate a MIXER to adjust the music at the proper level (in stereo) combined with the lav mics.
Then, send that mix to the camera(s).
But these shows are NOT usually done “live-to-camera” as its almost impossible to EDIT with the music locked to the video.
(And with all the physical excercise and SWEAT, you WILL want to be able to edit.)
Its better to just play the music a a VERY LOW level in the studio (so the talent can stay on-beat) and just send only the MICS to the cameras (the music will be only faintly heard on the mics).
Then, during the edit, you can mix in the music at full quality and the right level (after you carefully make your video “fixes”).
Another topic:
What kind of music are you using?
Is it cleared for use in your show?
You can get into some sticky problems if its not.