“Je pratique la natation durant le week-end”.
“Je pratique la natation pendant le week-end” is good also, but usage for this kind of sentence is beter with “durant”

En fait, ça dépend !

Si tu parles au passé de ce que tu as fait le week end tu vas dire

If you talk about something you did this week-end

J’ai pratiqué la natation ce week end

ou

J’ai fait de la natation ce week end

Si tu veux dire que tous les week end tu fais de la natation, tu dis alors

If you used to swim every week end

Je pratique la natation le week end

Both are grammatically correct, but the first one should be avoided.

“Pendant” clearly indicate a time localization, whereas “dans” indicates usually a spatial localization (there are exceptions). By using “dans” you are still grammatically correct but only because of the vagueness of “dans”. Don’t do that.

Other possibilities are using the synonym “durant”, or simply:

Je pratique la natation le weekend.

as “weekend” is obviously a time localization.

However there is another problem in your sentences. You use indicative present but in these sentences what it means is very ambiguous. Is it an habit ? An enunciation ? Close future ? Nothing in the sentence give any clue.

Given the fact both of your attempts are quite odd, it would have helped if you would have told what you precisely intend to say but assuming you want “I practice swimming during the weekend”, I would suggest:

• Je fais de la natation le week-end.
• Je pratique la natation le week-end.
• J’ai mes entraînements de natation le week-end.
• Je travaille ma natation/ma brasse/mon crawl le week-end.

or simply:

• Je nage le week-end.

Note that there is no need to translate “during”, le week-end is enough.