Napoli are still getting over their elimination from the Champions League.
"We must continue to believe in the Europa League, as it is an important European competition and gives us the opportunity to win a trophy. To go all the way we've got to start by winning tomorrow," said Benitez.
"We play every game to win and especially in a two-legged fixture like this it is important to score away from home.
"We are a more solid and balanced side now thanks to hard work and the January arrivals."
He added: "Swansea are a different side to most in the Premier League, as they play the ball and have the pace and quality of their Spanish players.
"It's true they changed their manager, but it's never easy to take on a Premier League side. I don't know whether Swansea will focus more on domestic challenges or the Europa League, but we do have the slight advantage of knowing their style of football."
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