Are you doing this to premade pants or making your own exercise pants? If it’s the latter, than it’s definitely easier to add pockets and a zipper. With the ready to wear pants, you’ll probably spend the day just taking out the side seam allowances and that’s not going to be very much fun. Either way, what I would do is sew the pocket front to pants front and pocket back to pants back at the side seam as one would do normally (see pants side pocket tutorial). Then I would go about attaching the zipper to the pocket area. I agree with rdejam that an invisible zipper would definitely look best. If you’ve never put in one before you can consult our invisible zipper tutorial. Once the zipper is in, sew the remaining side seams and around outer pocket edges, then flip right side out. Good luck! 🙂