Not a swimming pool, but a reservoir, and there are already many used for pumped storage. The problem is that you can only do that where the local conditions allow it: you need space for the higher and lower reservoirs, space for laying down the pipes, and enough cheap water to refill the reservoirs (because of evaporation).

The possible big advantage of this solution is that it could be built wherever the sea is deep enough and partially use the existing infrastructure of offshore wind farms.