This press release only talks about finding more of proteins that supposedly protect brain function; nothing about whether exercise actually protects brain function. I'd like to think it does (I'm 71 and still run trails and lift weights), but this study does not seem convincing to me. The only convincing evidence is trials that track people who do or do not exercise (the control group) over time, and then you still have to worry about post hoc ergo proctor hoc.
Related to the benefits of exercise, I found the book Exercised by Daniel Lieberman to be thorough, interesting, and even humorous at times.