I would like to start with saying I have no idea how to speak or read that language. However, when I put it into a translator, it came out as: I prefer swimming in the pool than in the open sea.

I agree with Sydney, with a minor change to what the translator said: I prefer swimming in a pool... (ie. Any pool; we don't know which one specifically, so we can't use "the") ...than in the open sea. (Notice that we use "in" and not "on" [на] here. The swimmer's body is surrounded by water, so use "in".)