PCOS is actually not that relevant when it comes to workouts.

Firstly: Cortisol doesn't make you gain weight. Cortisol can cause you to want to eat more, which naturally results in weight gain, but by controlling what you eat you can prevent that. Cortisol does, however, diret any weight you gain towards the middle. Cortisol can also make you retain water, but that's only if the levels are raised permanently.

Secondly: Workouts may short-term raise your cortisol level, but after the workout is done cortisol is drastically lowered, meaning that on average the cortisol is lower.

Apart from painful periods and male-pattern fat distribution PCOS has no hard impact on workouts, fitness and dieting.

What is your main goal with exercise? Increasing muscle mass, decreasing weight, overall fitness?
This would greatly influence which exercises are suitable for you.

Noen has some very useful advice for you. Just wanted to add that losing 5% of your weight can significantly improve your symptoms of PCOS (NHS source)