All things on a case by case basis, that's my personal opinion. For one thing, you shouldn't teach children to be ashamed of their bodies. You should, however, teach them that there is a time and a place for everything, and nudity is one of those things.
Now, if people are just casually walking around where nudity is allowed, not making a big deal out of it, you shouldn't, either. It's your reaction that can sometimes cause a child to come to the wrong conclusion about a situation. Maybe let them know that it's probably not the most sanitary of locations for that sort of thing, but also to be respectful of the people doing it. On the other hand, if the nudists are being instigators, then you might want to remove any youngsters from that situation, just as you would any situation where other parties are being disrespectful.