The most common fish from Lake Victoria include nile perch, tilapia and mumi (catfish). If you are lucky enough to live next to the lake, you can get it fresh within hours of harvest from the lake. Even better are the beaches that have local hotelis offering right out of the water picks and will fry them up for you, served either dry fry or wet fry. The difference is the soup served with the wet fry option, and both come with with greens and ugali, sometimes they may have chapati or chips.
They preserve the fish by frying it and you will find it sold more often that way by street vendors or in the fish markets. However, if you are around during a fresh shipment you will find fresh, whole fish on display. Usually, fillets are only sold as fried pieces, I have never seen fresh fillets sold, only the entire fish.
What you need to remember is this happens due to lack of refrigeration to preserve the fish for longer, They bring in the catch for the day, sell what they can and fry the rest to sell later in the day in order to keep it as fresh as possible. If you love fish, this is something you must remember to enjoy during your visit.