I guess my question would be WHY is the mom going to "visit" during swim lessons? She can't have any interaction with her daughter if she's having lessons - she'll be in the pool. Is she going because she's always been at the swim lessons, or because she wants to check up on the dad? Will she be at swim lessons each Mon/Wed or just when she wants to check up on her daughter? What will she tell her daughter as the reason? Are she and her ex able to be in the same place and be civil?
This is for sure a tough tough situation. It also sounds like it's a new situation, which makes it a bit trickier. I understand her need to make sure her daughter is OK (believe me the first couple of times my daughter went with her dad I cried the whole time and believed I wouldn't get her back in one piece), but the daughter needs the week to bond with her dad and the daughter NEEDS TO KNOW THIS IS SUPPORTED BY THE MOM.
ABSOLUTELY the daughter needs to have contact with the mom and the daughter's sense of security needs to come first, but there are ways the mom can have contact without it being disruptive (same goes with the dad). For example, no calls at bedtime when the daughter is tired and will tend to be more emotional. No telling the daughter that the different rules at the dad's house are "wrong" (unless they are unsafe) etc.
I think she should ask herself why she wants to go to the swim lessons and she will have her own answer. She could also ask herself how she would feel if the dad came to something on the week the daughter spent with her mom??? That may help her sort out her feelings.
Good luck :-)