Since things work quite different in Colombia than in Germany I'd like to mention some general things first. There are many sports and activities which you can do at the UNAL. For me it was a great experience to do sports at the university. It almost costs nothing and is an easy way to get in contact with colombians and practice spanish. Doing sports probably improved my spanish skills more than the spanish courses I took.
For most activities it was not easy to find out at what place and time they were scheduled. The usual procedure was to ask people on the campus to find out who is the responsible person for a certain activity. A good starting point for that was the "polideportvo" on the campus. To find the polideportivo just ask other students on the campus. They will show you the way. In general colombians are very friendly and helpful. Especially if they can see that you are a foreigner.
Colombians love soccer. Probably even more than the Germans. On the campus are 7 large gras soccer courts, one football stadium and several small concrete courts on which you can play 5 versus 5 with a smaller ball (futsal, there they call it micro).
When the wheather is good there are always people playing. If you want to play soccer just ask politely if can join their game. If they are not playing a championship game chances are good they will let you play. Following this pattern I got in touch with the team of the faculty for agriculture and started playing in championship matches with them. After the games we often sat together, drank some beer and talked. It was a lot of fun and I got many new friends. To find the soccer courts just ask for the "canchas de futbol".
There are two places for climbing on the campus. One is in the polideportivo. There they have punched some holes into the walls and added some holds so you can climb along the walls. They also have quite a big climbing gym behind the stadium, which is a little tricky to find. The gym is inside the wall of the stadium and only accessable from outside the stadium.
Unfortunately the climbing gym is not made for beginners, because all its walls are overhanging. You also need to bring your own climbing shoes and chalk. In order to climb there I just went there and talked to the student in charge. We then arranged that I could climb the semester for free if I brought them a climbing hold. The hold only costed about 10 Euro, but I had to bike through half of Bogota to find a climbing shop. You can also participate in climbing courses. For that you have to go to the polideportivo and ask your way through.