To provide a method capable of easily arranging a plurality of heat exchange pipes used in a heat supply system utilizing heat energy in a pool, on the bottom of the pool in a short time.

The heat exchange unit 1 is configured by arranging the plurality of heat exchange pipes 2 in two rows, an inlet section and an outlet section of each heat exchange pipe 2 are connected to a feed pipe and a return pipe communicated with a heat pump, and further the heat exchange unit 1 is closed in a state of charging the air therein to be provided with buoyance so that it does not sink in the pool. Then the plurality of heat exchange pipes 2 configuring the heat exchange unit 1 are connected through a frame body 5 loaded thereon, and the heat exchange unit 1 is moved to a prescribed position in a state of floating on water in the pool. The water is forcibly injected to the inside of the heat exchange unit 1 through the feed pipe or the return pipe, so that it is sunk to the bottom of the pool by its gravitational force.