Most horses will swim quite well, HOWEVER some are just sinkers and that's why at racetracks you have to have a rope around the tail of the horse to encourage them to swim and keep them from dropping their backend. Not all horses need tails, but for a horse that's new or just plain lazy they do.
I would be cautious going to swim your horse for the first time, maybe just have a halter and leadrope and swim beside your horse in the shallower waters to see how your horse copes.
Just be careful and trust your gut insticts!