How can artificial gravity hold the water in swimming pool?
"Artificial gravity" should act like gravity. So just as gravity has a direction on earth and holds water in a pool, so should  "artificial gravity" hold water in a pool on a space station with  "artificial gravity." Notice that bubbles rise in the space station pool just as they would on earth. 

If gravity were loss on a space station with a pool, then the surface tension of the water would want to pull the water into a sphere. 

I'll also point out that water is an anti-ferromagnetic material in earth swimming pools, and gravity works just fine. So using magnetic boots on a steel deck is very different that having gravity which would work with an aluminum deck.