There are laws about fires, but of course they are in place to hopefully avoid catastrophies such as setting brush or homes on fire.
Chances are if you are sensible nobody will pitch a fit. Check on the following: - which way is the wind blowing? Is it blowing too hard? Is the fire contained? What are you burning? Coconut husks smell so yummy. Do you have a plan if things start getting out of control - buckets, hoses etc?
Are you cooking smores? Fresh fish?
Sounds like fun.