Zhanjiang diving school. Take bus No.9 from the railway station and get off at Xinhai City, then walk, it's not far. It's better to ask the specific location.

Swimming pool in seaside park (note that it is not fresh water, but seawater). Take the No.9 bus from the railway station and get off at the seaside park. The swimming pool is located in the park. You can ask when you go in.

Guangdong Medical College has a swimming pool, but it is not clear whether it is open to the public.

These places are not too far from the railway station, so you can take a taxi.