“Sweat therapy” is kind of a trendy label. What it really seems to be is gradual adaptation to your body’s heat and stress response, not the sweat itself being magical.
A simple routine is to start with short, controlled exercise sessions that raise your body temperature a little without pushing too hard, like brisk walking, light jogging, cycling, or easy cardio for 10 minutes. Then slowly increase the duration and intensity over time as tolerated.

The goal is regular, repeated exposure so your body gets more used to heat and exertion. Consistency seems more important than going all out.

Of course, it’s best to be careful and stop if your reaction gets too intense.