Do I need to follow a workout or can I just add exercise as I go?
You have total flexibility when completing your activity diary. It's down to your personal preference how and when you do it.
Planning in advance allows you to take your plan to the gym so you know you are burning the right amount of calories. Go into your Reports, select Printouts to locate your report.
If you're not much of a planner then try keep a record of the exercises you've completed and enter the data when you return home; that way you'll be able to work out your calorie burn.