read a lot of articles about this therapy, but it seems to me better to go to the gym, because such therapy I think for lazy)

Not sure where you were heading with that statement. Cryotherapy typically is used as a recovery tool for post training regimens. There are some who incorporate it into a wellness lifestyle but most use for recovery.

I have done it a few times trying to recover from an injury, I have a lot of friends that use it for just recovery from long runs.
I see a benefit from it, I could tell a difference. That said I found ice baths more effective. The cryo just left my core cold the rest of the day, could not get past that....