It all really depends, Gail. If you have full sensation in your limbs and extremities, there's no reason why you can't have a spa bath or use a sauna or steam room. Just be aware that it may increase your insulin sensitivity - but that can easily be overcome by either reducing your insulin intake on the day or ensuring you can easily access glucose.
Swimming could actually be more challenging - although you don't have the risk of injury caused from neuropathy, swimming is also the most intense all-round exercise you can do, so you can imagine that could have a significant effect on your insulin sensitivity and blood sugar level.
Simply put, there is no reason why anyone with diabetes should not do anything, assuming they know how to control their diabetes and they don't suffer from significant neuropathy. You can take cold medicine, you can skydive, you can drink Red Bull, you can scuba dive, you can sit in a hot tub, you can climb a mountain, you can drink booze, you can fly a glider...I know this because I've done all of these things and I am nowhere near dead, ill, sick or whatever.
You can do anything at all if you've got your medication and a packet of glucose tablets.