Yes, it's the Biltmore house. I've been on a tour there. The pool is in the basement and you have to go down a long narrow hall to get there. Very claustrophobic.
The audio tour talks about the Vanderbilt's being interested in health and wellness…along the lines of the Kellogg health "resort." They said the pool didn't have water because it has various maintenance issues, so they keep it empty now. It's adjacent to another area with various exercise machines shown here.