I have taken clay baths by first applying it on my skin and then soaking myself, clay and all into a tub of nice warm bath and then soaking there for around 20 minutes.
Also I just put my clay into the water and then soak myself without going through the smearing of the clay on my body first.
Either way is okay beccause once clay comes in contact with your body, either smeared on or in the bath itself, it starts working to draw out toxins. No big deal whether you do one or the other. It is just a matter of variatioon and how you feel doing that particular day. You are okay.