As you might have figured out, my SWAP-file appears to be in no use. The System Monitor shows 0 bytes used so I guess the OS don't use it.
-Do I have to enable this feature...?

When I installed Ubuntu and edited all partitions, I added a small one for Linux SWAP - but I guess it was wasted MB:s if it's not in use

The swap partition is not something that should be used all the time. It's only used when all your RAM is filled and the OS needs extra space to do the process swapping. I have 1Gb of RAM and my system almost never uses the swap partition. And in the rare cases where the swap is being used only a few MB are used. You should be glad that the swap partition is not being used. When Linux uses the swap, since the hd is a lot slower than RAM, the performance in your box will decrease a lot. Nowdays since RAM is so cheap and almost all modern computers have more than 256 or 512 MB of RAM, the swap partition only provides stability in extreme conditions.

P.S. Since the System Monitor shows the swap partition, you obviously have enabled it.
Wasting 128 or 256 MB of disk space is not a big deal if this is what it takes to have your box stable under any circumstances.

*EDIT*
If you have a lot of RAM and you see a big percent of your swap being used, in most cases this indicates memory leaks in one of your programs.

Okay, then I guess the case is better than perfect

I also have 1 GB of RAM, and not much used there neither, so it should be cool
But I'm a Windows user and new to Linux, so I don't really know how this all works - yet
Windows has an ability to always use the SWAP

Thanks for the fast answer