Contact the local building authority and inquire about the permit process for building a swim spa enclosure. Having a permit ensures that you follow all local construction and zoning codes. Filling out the paperwork may seem tedious at the time, but it's far better than having to pay fines after the fact if you built without a permit.
Measure how much space you have to build your enclosure. In order to choose the best enclosure for your swim spa, you need to know the length and width measurements of the enclosure area. Purchase an enclosure assembly kit based on those measurements.
Construct a patio around your swim spa. Since enclosure kits generally only include the walls and roof of the structure, you'll need to build a patio to act as the floor of your enclosure. The patio should be built slightly smaller than the dimensions of the enclosure so it will fit inside the structure. The patio can be made of patio bricks, decking or any other building material you choose, but remember that only something as sturdy as concrete can go in the area directly under the swim spa. Check to make sure that the patio is level throughout construction.
Dig holes for the support posts of the enclosure. Using the dimensions of the kit as a guide, dig holes for the footers (support posts) to the depth required by local building codes. These holes should then be filled with concrete (with the footers inside) to ensure the stability of the structure.
Build the enclosure. Depending on the type of enclosure kit you've purchased, you can either do this yourself or hire builders. Enclosures that use vinyl or screened panels can usually be constructed with little difficulty. However, enclosures that include glass panels often require special precision during installation and should be left to professionals. Follow all manufacturer instructions when assembling the enclosure yourself.