Yes, people do swim at Durdle Door. I saw some people go down to the beach when I was down there for the Camp Bestival gig. A few years back someone got seriously injured jumping/Tombstoning from the top of Durdle Door. Yes, from the top. Apparently, there are places on the Door where trees used to grow millions of years ago. I guess swimming goes on at Lulworth Cove too.
There is a very narrow road - picturesque is the word - which goes all the way down to the Cove, where there is a little jetty for the fishing boats. I made sure I had the 'White Chalk' album playing as I drove down the road to Lulworth. So beautiful to see the sea peeping out fom between the hills. Sunny; calm, very blue sea. Search for images of 'Lulworth village' to get an idea of the place.
There is a legend that the ghosts of Roman soldiers march in the area.
Good looking site about ancient history of Dorset:
http://www.francesca-radcliffe.com/dorset.htmStone from Portland was used in the construction of St. Paul's Cathedral. Have a look at a map of Dorset; some wonderful place names.