Hi Fran,

You would use ‘faire de la natation’ as it represents the activity ‘to go swimming’ rather than the physicality of doing swimming movements.

So you might say -

‘Je me suis fait mal en nageant’ = ‘I hurt myself while swimming’

But

‘Faire de la natation est bon pour la santé‘ = ‘Swimming is good for your health‘

Tricky and very subtle I know but hope this helps!