How can I load Template file from wordpress plugin

You can check below code : change Page slug “gym-dashboard” as per your requirement.

<?php
function rt_include_gym_dashboard_page_template( $template ) {
    if ( is_page( 'gym-dashboard' )  ) {
            return plugin_dir_path( __FILE__ ) . 'templates/content-gym-dashboard.php';
    }
    return $template;
}
add_filter( 'template_include', 'rt_include_gym_dashboard_page_template', 99 );