We had the same thing happen to us three years ago when we bought our house. Finding the pool equipment was easy. Finding the pool light switch, not so much. Turns out, the pool light switch was in the kitchen behind where we keep the coffee maker. Needless to say, this took a while to identify. I've since disconnected that circuit and now the pool light is controlled by the EasyTouch behind the pool house on its own GFCI dedicated circuit.
Assuming the bulb in the pool fixture is burned out, the best way to test would be to open the junction box near the diving board (with the switch off at the house), and then test the white and black wires for 120V. This will likely require removing the wiring nuts. Switch the circuit on and see if the is voltage. If there is, turn off the circuit, remove the light fixture from the niche (unscrew the screw at the top of the light fixture's bezel to remove) and bring the fixture up to the deck. Remove the bezel and lens from the fixture (often this requires untightening the ring clamp that holds the fixture together). Replace bulb and lens gasket, re-tighten the ring clamp and reinstall. Make sure there is no water getting into the fixture. Turn on light switch and you should see the light operating properly.