To the best of my knowledge, there is no swimming pool at Hogwarts. The only places where swimming is mentioned in the books of Harry Potter are in the Prefects bathroom where Harry Potter went to ponder the mystery of his egg in Harry Potter and the Goblet of Fire, and the lake outside the castle where one of the Tri-Wizard tournament events took place. I suppose that it is possible there may be a pool but we just never had reason to hear about it.
If Hogwarts does have a pool hidden away somewhere on its grounds, it would probably be an indoor pool so that students can use it year round. It’s much too cold for Hogwarts to have an outdoor pool. If there was such a pool, I can easily see it looking like the one seen below. Imagine how beautiful it must be to swim in this pool while snow is falling outside.
The wooden ceiling and beams gives this a very rustic feeling. The stones are a perfect compliment to the wood, as are the chandeliers. Topping it all off is the fireplace. This would easily be the favorite room in my house if I had an indoor swimming pool like this one!