The weight equipment stays outside you fucking moron. Since when has a little rust ever impeded some hardcore weightlifting just like when has lack of lube impeded a little buttfucking?
Actually, Arnold goes in detail about carrying the equipment out into the woods each time. Let's be clear about something: There are "gym members" on the one hand and on the other hand there are actual weight lifters. The guys who can't conceive of carrying weights are "gym members" that pay their fees, buy workout clothes, even report to the gym and swipe their membership tag and walk into the gym. They talk to other "gym members" about some stuff, perform a few exercises incorrectly on a Hammer Strength machine, talk some more then leave. That's what we see the most of on these forums. So, yes, we understand that "gym members" don't want to carry weights into the woods. It is too strenuous. We get it.
