This photo was taken inside the Agalas caves. You can get here via boat only. You don't have to have a skipper or boating license to take a boat out for the day! If you want a skipper it typically only costs an extra 50 euros too.
I wouldn't hop into the water in this cave, its one of the busier ones. There are other caves in my guide that are better for swimming!
The attached link goes to a few different boat rental companies that you can reserve a boat from. We've used both Abba Rentals & Adonis Boat Rental in the past.