Như thế nào : it's impossible to tell in this case exactly what it means because the person could either be asking "how" (the method) or "how" (the quality). I do not think it could be understood as "how (where) do you swim around here?". If you want to specifically ask about the method, use làm sao bạn bơi? or làm sao để bơi?
If the word is the same, then wouldn't it depend on context, as in English? For instance, if my sentence before this was "I swim a lot in downtown Chicago," then I would assume the question was about instrumentality. If, on the other hand, I had just saId "I am planning on sailing across Lake Michigan," I would assume the questioner was asking about ability.
Of course the context would always be important. Both downtown of Chicago and a pool in the neighbourhood are not instruments, but locations. I talked to a Vietnamese native speaker and she told me that in this context a more appropriate question in a discourse between the Vietnamese would be "Where do you swim" and not "How do you swim". It does not work the same as in English and the question from the lesson would generally not be used to ask about what you call "instrumentality". Here the question is very general and is about the quality of swimming, the degree of your skill, not the specifics of how you do it.