Courage comes with confidence. If you want to help him train with him. If he is being bullied he will have the motivation to do it. And it will be a perfect excuse for you to start working out which is good for you too. You can go to the gym together and start lifting. You can buy him a boxing bag and just punching it is a great workout. Be sure to make a schedule and stick with it. Start with 2-3 times a week, 30-60 minutes of training When he sees building up muscles, stamina his confidence will raise.