Most cramped dorm room spaces don't lend themselves well to gym equipment. Heck, most of them don't even lend themselves well to chairs. But even in tight spaces there are exercises you can do in the dorm to stay in shape.
A few free weights or a resistance band won't take up too much valuable space, but can give you a good workout. If you ride your bike around campus, you're obviously getting a good workout from that, but you can also hook that bike up to an indoor bike trainer. With the back wheel off the ground you can get in a great cardio workout without ever leaving the (ahem) comfort of your dorm room.
If you don't have weights or a bike, you can also kick-it old-school and break out some pushups, sit-ups, crunches and lunges. There are lots of YouTube videos that give step-by-step instructions for exercising in the dorm. Just be sure to follow workout instructions carefully, because doing an exercise the wrong way can actually do more harm than good.
The important part is to add some physical activity to your daily routine. Sure, you're walking to class but you're also sitting down a lot and possibly eating a lot of unhealthy food. Integrate a 20 to 30 minute workout in addition to your other healthy choices.