Test before and after as a minimum. During too if you are in for a long time. I find that swimming drops my sugars effectively if I am actually swimming, less so if messing about in the pool with family.
Haha, you seem to be the same sort of swimmer as I am! I had my 37th birthday party at a swimming pool with lots of slides and waves a couple of years ago
Playing in the pool usually makes my bg go down, I'd test before and every 45 minutes or so to see what's happening. And when you feel funny of course. If you do that a couple of times you'll roughly know how you react.
For me, it works best when I eat some slow acting carbs (half a cheese sandwich or such) right before going in without taking insulin for it. I still might drop too low after an hour, hour and a half or so, so I keep something quick acting like glucotabs close at hand, but also more bread or a banana, which keeps my sugars up for longer. Could be completely different for you, only way to find out is test a lot!
Good luck, have fun, and the more you test the quicker you'll understand how food, insulin and exercise affect your bg.