Swimming pool with nothing under cover (4)
I believe the answer is:
lido
'swimming pool' is the definition.
(lido is a type of open-air swimming pool)
'nothing under cover' is the wordplay.
'nothing' becomes 'O' (looks like zero - 0).
'under' says to put letters next to each other (below, in a down clue).
'cover' becomes 'lid' (lid is a kind of cover).
'o' put after 'lid' is 'LIDO'.
'with' acts as a link.
(Other definitions for lido that I've seen before include "Italian bathing place" , "---- di Jesolo, Italian Adriatic resort" , "Public open swimming pool" , "Venetian resort" , "Swimming and leisure area" .)