Sorry, I have missed the your message...
Yes, there is a indoor swimming pool at near swim start area.
The start area is different from the finish.
It's about 15 to 20km from the city.
I think you will stay in Fukue city.
We go the pool by bike, car, or bus.
Or we swim on the course.
We are going Goto on Thursday.
We will rent a car, so we can take there after Thursday.
I think you can fly to Goto with your bike.
The airplane is small but the flight will not be full on Monday so you can bring bike.
I took some Auzzie guyes for training ride but I crashed and broak rear derailleur.
I could not ride so they pushed me...
I think it was hard for them before the ITU race