Could it not be "Where do you swim?" Or does that take a different verb form, like with Iść and Chodzić?
I used my (limited) corpus searching skills (link: http://www.nkjp.pl/poliqarp/nkjp300/query/) to search for "dokąd [base=iść]" (so a form of the verb directly following "dokąd", without a subject pronoun) and got 288 results.
"gdzie [base=iść]" gave me 249 results.
I'm actually a bit surprised, I thought that "gdzie" will win. But then of course the corpus is rather 'higher' language, it's what we use to see if we should consider a construction correct. Still, the difference isn't big.
With "płynąć" itself it was 35:32 in favor of "dokąd".
so, to summarise most things said here:
gdzie = where something/someone is dokąd = where is something/someone going to
płynać = swimming with movement towards something pływać = swimming in a body of water
gdzie pływasz = where are you swimming? reply: pływę w basenie
dokąd płyniesz = where are you swimming to? reply: płynę do polski
hope this is correct, fingers crossed aha
The problem is, that the course creators forgot about the word "dokąd", which is real "where... to", for directions. So this sentence is... acceptable, tops. Because 'gdzie' is used that way, true, but it's not technically correct.
Still, I guess it has to be interpreted as "Where are you planning to swim" or the literal "Where are you swimming to" right now. I cannot imagine saying your other sentence in a different way than just "Where are you?"
I'm confused by your comment, because this sentence uses Present Continuous, "Where are you sailing?"...
Verbs of Motion, unlike 99% of Polish verbs, actually do show the difference between Present Simple and Present Continuous. "Where do you (usually) sail?" is "Gdzie pływasz?".