Some clarity came only after studying Wikipedia: A bathing machine (in Russia and Austria-Hungary was known as a bathing van) - a popular device for bathing on sea beaches in the XVIII and XIX centuries, which allowed men and women to swim, preserving the rules of decency of those times. It was a covered wagon with wooden or canvas walls. Bathing machines were a necessary part of beach etiquette, they hid bathers from prying eyes.
The car was lowered into the water with the help of horses. At popular resorts, there were rails on which bathing machines descended. In the water, it unfolded so that the bather could not be seen from the shore. Then the bather would go down the steps into the water. Bathing machines were often equipped with a flag, which was raised by the bather as a signal of readiness to return to the shore.