In Cuba, they swim (5)
I believe the answer is:
bathe
'swim' is the definition.
(bathe can mean to swim)
'in cuba they' is the wordplay.
'in' indicates a hidden word.
'BATHE' is hidden in the letters of 'cuba they'.
(Other definitions for bathe that I've seen before include "Go swimming" , "Swim or paddle" , "Become immersed in" , "Swim or dip" , "bit of swimming" .)