You may start to use a cap and begin to gym, heavy exercises and swimming 2 weeks after the FUE operation. Jogging, running, sauna, cycling etc don't give any harm after 2 weeks of operation
Since it takes about only 12-14 days for the scalp to heal and the crust to be formed, your scalp must be looking normal by now and the surgery must be totally undetectable. You could wear a hat or go about your usual routine without any problems.