Pick the right kind of activities to affect each component of physical fitness.
Strength training results in specific strength changes. Also, train for the specific activity you're interested in. For example, optimal swimming performance is best achieved when the muscles involved in swimming are trained for the movements required. It does not necessarily follow that a good runner is a good swimmer.
Work hard enough, at levels that are vigorous and long enough to overload your body above its resting level, to bring about improvement.
You can't hoard physical fitness. At least three balanced workouts a week are necessary to maintain a desirable level of fitness.
Increase the intensity, frequency and/or duration of activity over periods of time in order to improve.