The risk of infection with a central venous catheter is high especially if you take showers. I know people who have used different approaches to keep water from showers from getting their catheter dressing and thus the skin under the dressing wet. Although these may work, but all it takes is a big enough leak to let bacteria in where the catheter enters the skin and you could get a serious blood infection. Some people may not realize that the tip of the catheter is in one of the large veins of the heart which makes it easy for bacteria to get pushed around all over the body.
I hope you’re scheduled to get a permanent access (fistula or graft) soon. If so, you’ll be able to shower without having to go through such a hassle and you could swim for exercise.