Suppose there's a pool which is supported by 4 beams (Perimeter beams)and 4 columns. When designing the beam should we consider the moment generated due to the horizontal water pressure? (I'm using BS 8110 for designing)
The answer depends on the design. The pool walls are going to resist the pressure and in return they are going to "bulge out" a bit. If there is enough clearance between the beams and the walls then the beams are only going to take any incidental side loading of the structure. That is if the column supports are designed correctly and do not induce any moments in the beams.
The devil is in the details, and there aren't much of them included in the question to effectively answer.
PS. Do you have access to any FEA software?