Effective methods for building aerobic capacity include engaging in interval training, long-distance running, and cycling. Interval training involves alternating between high and low intensity, which boosts cardiovascular endurance and increases anaerobic threshold. Consistent long-duration aerobic exercise, such as running or cycling at a steady pace, helps improve overall heart and lung function. Incorporating varied activities like swimming or rowing can also enhance aerobic capacity while reducing monotony. Lastly, gradual progression in workout intensity and duration, alongside recovery, ensures steady improvements and reduces the risk of injury.