The answers is that it doesn’t freeze, the river is also divided into an artificial channel for the hydroelectric plants, and a natural bed. Both are too fast a current to swim upstream in (as the article states).
I just did some back of the envelope calculations, and figured out that this guy is commuting from one of Munich’s really posh neighbourhoods. So that’s how he can afford things like the thermal wetsuit for the winter and the waterproof bag. Still, better than driving his Porsche Cayenne downtown.