"He swims whenever he wants."
Translation:Anh ấy bơi khi nào anh ấy muốn.
It probably means the same in most cases, most of the natives will still understand if you say so. So, yes for your question. "Đi bơi" literally means "go swimming". However, if you are already at the swimming pool but not yet in the water, more often people would ask you "(Muốn) bơi không?" (Do you want to swim?) or "(Muốn) xuống bơi không?" (Do you want to go down to swim?). "Đi bơi không" still can be used but less frequently.