We're usually in Vegas during the second week of March. Wind can sometimes be an issue but, since we live in Kansas, we don't notice it. Most of the time day time temps are pleasant and I get by wearing t-shirts and shorts. My wife, on the other hand, is more comfortable in either slacks or jeans. At night temps drop down low enough that a light jacket or sweater works well.
As far as swimming, you can swim but, IMO, it's a little chilly. The night time temps can get cool enough and the day time temps don't get warm enough so that the water temp gets very warm. That is unless the pool is heated, which some are. There's only been one time when I swam in Vegas in March and that was when we had our daughter and her cousin with us. They just HAD to swim, even though it was a little chilly. I guess kids can swim in any water so long as there's not a layer of ice covering it.