Your task is more difficult than just looking for a fitness facility because there aren’t as many pools around as fitness centers/training studios. Also, your liabilities might be slightly different only because you are dealing with water. I’m not sure what the exact requirements are for holding a swimming class, but you will need to check with your local laws and regulations (if there are any) and your liability insurance. The best way to go about it, is to find a location that works for you and really ask them what their requirements are in order to let you conduct a swim class or start a small Club. I hope this helps.