The promise of AI-driven scientific discovery hinges on whether AI agents can autonomously design and execute the computational workflows that underpin modern science. Molecular dynamics (MD) simulation presents a natural test bed to stress-test this claim; it requires translating physical intuition into syntactically and semantically correct input scripts, reasoning about initial and boundary conditions, diagnosing numerically unstable trajectories, and interpreting outputs against known physical behavior and laws. We introduce MDGYM, a benchmark of 169 expert-curated MD simulations spanning LAMMPS and GROMACS, two widely used MD packages, across three increasing difficulty levels. We evaluate three agentic frameworks -- Claude Code, Codex, and OpenHands -- with four LLMs, and find that all perform poorly: even the strongest agent solves only 21\% of easy-level tasks, with less than 10\% at higher difficulties. Trajectory analysis reveals a characteristic pattern of failure -- agents successfully invoke simulation machinery but produce physically unstable configurations, fabricate numerical outputs without executing the underlying computation, or abandon tasks prematurely rather than iterating through simulation-specific errors. These failure modes are qualitatively distinct from those observed in general software engineering benchmarks, indicating that fluent code generation does not transfer to grounded physical reasoning.