The beach is a location that you can Take a Walk at in order to trigger random encounters and events. It is located in the top right of the map.
You must have a Swimsuit or equivalent dress from the Tailor or you will be kicked out by Marine. If your slave is Naked, you also will be kicked out. If your slave is naked but owns a swimsuit that is not equipped they will automatically put it on while at the beach and continue being naked afterwards. You can't gain access if you try to come during the night on your first visit. After the first time, you will be able to come during the night.
See the sub-areas.