Ao (เอา) has a few different uses — understand them by ear here. Add a direction word and it is take or bring — เอาไป, เอามา — add ไว้ and it is putting something aside for later, and on its own it means "I'll have that", which is what you actually say when you order; and tacked on at the very end it means "just do it that way instead" — วิ่งในยิมเอา, "I just run at the gym".