Invicto translates to "undefeated" or "unconquered." It's a strong, less common word in everyday song lyrics, usually reserved for champions, which makes its use here stand out.
Lunay uses it to boast about his stamina: "Contigo nunca me quito, estoy invicto, ya son las 5" ("With you I never leave, I am undefeated, it is already 5"), turning a late night together into a kind of victory.
Lunay turns "the gym" into one long innuendo. Every workout word doubles as something else: "Sudando más que en el gym" [Sweating more than at the gym] describes the room, not the exercise, and "Los polvos nos ponen fit" [The rounds keep us fit] leans on "polvos," Spanish slang for sex that has nothing to do with dumbbells.
The hook admits there's no plan beyond doing it again: "Contigo nunca me quito, estoy invicto" [With you I never leave, I'm undefeated] and "De tanto hacerlo nos volvimo' adicto'" [From doing it so much we got addicted]. He's learned her zip code from all the visits, not her last name, in "De tanto vernos me aprendí tu zip code" [From seeing each other so much I learned your zip code]. By the time he sings "Esto parece el gym y el sauna calentándote" [This feels like the gym, the sauna heating you up], the joke has stopped being subtle on purpose. The whole song is built around one metaphor, repeated because repeating is the point.