They can swim along by using the little "swimmerets" under their bodies.
"On the Seashore" by R. Cadwallader Smith
Swimmerets: gill or plate-like structures in the aquatic larvae of some Neuroptera, serving as oars or organs of locomotion.
"Explanation of Terms Used in Entomology" by John. B. Smith
Label the sixth swimmerets, the sixth and seventh somites.
"A Guide for the Study of Animals" by Worrallo Whitney
The six pairs of swimmerets on the abdomen have already been mentioned.
"The Life of Crustacea" by William Thomas Calman