You are of course, not limited to visting your local swimming pool. The important thing for new arrivals to Switzerland to know is that a Hallenbad is an indoor pool whilst a Freibad or Badi is an open air pool. Very useful to remember in the middle of winter!
For those in the Zurich area with kids, I would definitely try the indoor / outdoor pool at Zollikon. It has a pirate ship outdoors and slides indoors. Plus the water tends to be a little bit warmer than other pools.
One other tip is that some open air Badis have nudist areas so be warned.