As far as gyms go, I only know of Gleason's, one in Eagan and one in Maple Grove. If you aren't up for that, you can focus on conditioning and do that in the comfort of your own home. Fitness and conditioning need to be stressed, especially to beginners. So it may be a good idea to work out this winter, then when summer comes along you can jump outside and have a good base to start off with.
Or you can just go outside in the winter, but I know how it is, I first found out about parkour during the winter and it is a little overwhelming. So if you don't, that's cool too. If you want some advice for winter training though, you might want to contact Grant (LOTRFreak993) because he has been working on a winter training progression video, might be able to give you some insight there.
Lastly, maybe try to talk to some gymnasts at your school (how old are you anyway? Just curious) and ask where they practice. Most gyms will have an open gym time. I don't really know much of the area you're asking for but hope that helps a bit.