First we have to see the differences of transitive and intransitive verbs. The transitive verb has a direct object; it transfers its action upon an object. The intransitive verb does not have an object, actually can't have a direct object. Have look at these phrases:

I swim.
What kind of direct object would you like to add?
I swim my house. You swim bread and butter.

You see the verb to swim actually doesn't need and doesn't use an object. It is an intransitive verb.

You see? And here is the first rule: intransitive verbs (those without the direct object) like to swim, to return, to arrive etc. form their negation always with nicht.

Ich schwimme nicht. = I do not swim. Ich laufe nicht. = I do not walk. Das Flugzeug fliegt nicht. = The plane does not fly.