In its simplest form this could be bathing your animal using a commercially available herbal shampoo or using a stronger, medicated wash which has been prescribed by your vet to treat a specific skin condition. This is a form of rehabilitation therapy particularly appropriate for dogs and horses recovering from a range of conditions - especially those involving problems with limbs.
All animals can swim by instinct.
How much they enjoy it depends on their confidence in the water and this can be increased by gradual acclimatisation. Swimming helps to improve general fitness and stamina, improves muscle tone and is helpful in recovering from injury or operation. Muscle wastage begins within 3 days of any immobilisation so to prevent further weakness or injury it is important to rebuild, through safe exercise, any muscles that have deteriorated. However horses are usually swum in cold water because it helps to dissipate the enormous amounts of heat they generate under exertion - far more than dogs and with a less efficient cooling system. Therefore you are more likely to find heated pools for dogs and cold water pools for horses.