An action in a sentence can be represented in two ways, namely active and passive voice.
The passive voice always uses the past participle form of the main verb irrespective of any tense. Only the auxiliary verbs depend upon the sentence given in active voice.
The correct answer is A)are having a swimming pool built.`
Option A is correct as to use the structure have something done, doing in the given question indicates that something is being done, so, are having +object (a swimming pool) + past participle form (built) is used.
The other options are wrong as had, have and building cannot be used in the active form of the given sentence.