Quick question about extra calories

A question which has puzzled me...

When you work out do you have to consume extra calories? If so how do you incorporate that into your meal plan if its set for fewer calories during the day? Do you have to plan before hand the work out?

MFP has set my calories at 1200 per day as I have a desk job and do not do a whole lot of exercise (unless it's a planned workout etc).

Thanks! :)