This is an interesting and not easy to answer question. There are several reasons why it is important to exercise, not only for the heart and cardiovascular system, but for the whole body.

Looking to a few sources I found interesting information about your question. Here are two web-site addresses that you might read:

national_geog
americanheart

What I can tell from my understanding on these articles is that physical activity or exercise works against the risk factor for developing coronary artery disease.

"Coronary artery disease is characterized by deposits of fatty substances, cholesterol, calcium and other substances in the inner lining of arteries that supply blood to the heart muscle. Regular physical activity can help control blood lipid abnormalities, diabetes and obesity. Aerobic physical activity can also help reduce blood pressure.The results of pooled studies show that people who modify their behavior and start regular physical activity after heart attack have better rates of survival and better quality of life. Healthy people -- as well as many patients with cardiovascular disease -- can improve their fitness and exercise performance with training.

Heart attack is the number one killer of both men and women in the United States, where 500,000 die annually. The human heart beats 100,000 times a day, propelling six quarts of blood through 60,000 miles (97,000 kilometers) of vessels20 times the distance across the U.S. from coast to coast. The blood flows briskly, surging out of a ten-ounce (0.3 kilograms) heart so forcefully that large arteries, when severed, can send a jet of blood several feet into the air. Normally the relentless current helps keep blood vessels clean. But where an artery bends, tiny eddies form, as in a bend in a river. This is where bits of sticky, waxy cholesterol and fat can seep into the artery wall and oxidize, like butter going rancid. Other matter piles up too. Eventually, the whole mass calcifies into a kind of arterial stucco, or plaque.
I hope this helps!