It means that it is unable to enforce a limit on amount of swap that the processes running inside the container are using. Either your kernel was compiled with the necessary cgroup (kernel options CGROUP_FREEZER and MEMCG_SWAP, I believe) or it requires a command line option at boot to enable this feature.
In short, this has nothing to do with the presence of swap space and unless you’re hosting competing containers and must assure available private memory and swap you can safely disregard the message.
Edit: Gentoo has a HOWTO on setting up LXC containers; since Docker is a fancy frontend for LXC, the kernel configuration part of that HOWTO might be helpful:
http://wiki.gentoo.org/wiki/LXC#General_Options