When a bird bathes he is taking care of the quality of his feathers. After bathing you may notice your birds shaking off water. This helps organize feathers. You will also see them running their feathers through their beak. Birds have oil glands and this practice keeps their feathers in good condition.
Condition is often the determining factor at the show bench.
To allow you birds to bathe you need only provide a shallow dish of cool water. You could use any suitable bath tub. As long as the edge is not sharp and the container can be washed thoroughly any shallow container is suitable. The water should not be freezing cold nor should it be warm. You do not want your bird to drown.