Can me and my friend go there and not have to do a lesson? Just go there, swim and have fun? Or do we have to be a member?

You don't have to be a member, their website should have the "open swim" times and prices listed on it.

You don't have to be a member, but there is a schedule of programs. You can't take your family in during a lap swim time unless you are going to lap swim. The schedule is online or you can go in to pick up information.