Your current situation is to lose weight first, that is, to lose fat.
Then the effective way to lose fat is aerobic exercise, so running is ok, and the treadmill can be used. You can burn fat at least 3 to 4 times a week for more than half an hour each time.
After you have some effects, you can add strength training. This is all kinds of equipment in the gym. You can ask the coach how to use each one, or download the fitness software APP on your mobile phone, which will help you.
I wish you success!