I want to go to dr. for adipex for my weight gain?

Depends on the terms of your probation. This is something you should discuss with your probation officer.

So you have already decided what your doctor will give you.

What about exercise, and diet for weight gain,

Sounds like an attempt to get prescription medication to me.
Since you have not even went to doctor and want to go to doctor to get this.

But of course, if you do not have PO permission, and it is not believed to be a needed medication, you will fail your drug tests ( assuming you take drug tests)