Is there a website to download the polygon that illustrates all the cities in Wales, especially Swansea City?
The definitive answer for any British administrative area is Ordnance Survey's Boundary Line product.
From Euro constituencies to council wards, Boundary-Line™ maps every administrative boundary in detail for you. And what's more, it's completely free to download and use.
Also please note that Wales and England are both countries and are completely separate entities.
Is this what you are looking for ?
Not data but information about the country. http://www.nationsonline.org/oneworld/united_kingdom.htm