Assumptions can ruin a relationship pretty quickly, Specialk.
Does she know you've been on her phone? Have you had any discussions regarding a "guy at the gym"? Photos like that are floating around everywhere ... it could be something she likes looking at and simply fantasying about ... no reality to it whatsoever. Before ruining your relationship with her, try "asking her" about that guy at the gym. I wouldn't let her know it bothers you or that you're jealous ... just confirm the photo(s). I suspicion that this is a phantom pic (not real).