The first thing you need to do is get the right gear: comfortable swimwear, good fitting goggles, swim fins, swim paddles and/or aquatic gloves well adjusted to your size, an elastic and possibly a training board and a pull buoy (these last two items you can easily find by the swimming pools). For this swimming material, ask a professional for assistance on what to get.
This program involves muscular and cardio-vascular workouts. While listening to the coach's advices, also concentrate on your muscles and on the technique needed for these exercises.
As with all physical activities, small warm up exercises are recommended before you start training and stretching exercices are recommended after you're done training.
Don't forget to drink in order to optimize your recovery.
Breathing is very important when swimming and depends on the pace at which you're swimming; Make sure you breath out (exhale) deeply and completely in the water, before breathing in (inhale), so as to optimize your comfort and your muscle relaxation.
Don't forget to put a fruit or a cereal bar in your bag in case you get a little hungry
Ideally, try to workout on Tuesday or Wednesday and Saturday or Sunday.
Good luck.