You can take your baby swimming at any age, both before and after they have been vaccinated. It does not matter if they have not yet completed their course of vaccinations.
Babies sometimes experience side effects after a vaccination. These are generally quite mild and should not stop you taking your baby swimming.
However, babies who are feverish or irritable in the days or weeks after a vaccination may not feel up to swimming for a few days, so you may prefer to wait.