Yes, water creatures can swim from natural rivers into any connected bodies of water including those dug out by your dwarves. I believe bars, grates and fortifications all let water flow but keep creatures out, including vermin at present*. The idea for allowing vermin/small creatures to pass through bars (but not grates) has been floated in the past, but to my knowledge this has never been implemented.

Also note this bug: dwarves and creatures can sometimes be pushed through grates/bars/fortifications by water flow, though in my experience this is pretty rare.

*EDIT: @Daenthy correctly notes that vermin can spawn spontaneously in habitats that support them, so vermin may still turn up in your "secure" water sources.