bermain-main = to play around
di pantai = at/on the beach
bermain-main di pantai = to play around at/on the beach
di sekitar pantai = around the beach
sekitar = sekeliling
bermain-main di sekitar pantai = to play around around the beach
'play around' has a sexual connotation in the beach. So does main-main sometimes but I would say it's less than play-around. I think just 'they play on the beach' should be accepted.
It can have a sexual connotation, but far from always. I wouldn't hesitate to say that children, dogs etc are playing around