Praise be to Allah.
Anything that could be a source of temptation among women must be prevented. So their swimming in clothes that do not cover their ‘awrah (parts of the body which must be covered) properly because they stick to the body is something that is not allowed. If they swim in clothes that cover them, in a place far from the gaze of men, and cover themselves as soon as they come out of the water so that others will not see them in clothes that show the shape or colour of their ‘awrah, then there is nothing wrong with this so long as they adhere to the shar’i conditions. And Allaah knows best.