The Plaza doesn't actually have a pool.

Since Kevin's suitcase was loaded onto the plane his family took to Florida, he doesn't have his luggage with him in New York.

Despite this, Kevin still has a swim suit when he goes to the hotel's pool (which doesn't exist in real life).

The swim shorts have a Plaza logo on the left leg, and they're a little too big for him.

It seems apparent that he picked them up in a hotel gift shop. 

Despite Kevin McCallister’s famous cannonball, The Plaza does not currently house a swimming pool. The Plaza does offer an array of other relaxing experiences, however, including beautifying and detoxifying services from Guerlain Spa located on the fourth floor.