Nos. 2 and 3 are correct. The rest are wrong; however, they should read as follows:
"I go to play football on weekends." (Use "on" for "weekends; not
"at"; "on weekends".)
"We go to see a film every Sunday." (capitalized "S" for "Sunday".)
You are confusing present participles and gerunds here. "Swimming" is a common gerund that we use almost always as a noun because we don't like to say the word "natation", so swimming is one of those gerunds that have become straight-up nouns today. Others, especially sports, are "jogging", "running", "biking". Examples:
"Did you know that swimming, jogging, and running are all great
Obviously, this rule isn't completely consistent and so you will just have to learn them. I actually think your examples are rare cases of the "gerundive" in English, rather than the "gerund", i.e.
"The lake is worth swimming in."
("swimming" is a gerundive; not a gerund herein.)
NOTE: I'm partially wrong in my explanation as to why we say "going swimming", but not completely. Look at this link for more information: