While living in Naples for almost my entire life, I have never seen anyone OC (except me). Your best bet is either the Babcock ranch in punta gorda or one of those indoor ranges in ft myers (shoot straight etc) although i have never done so. If youd like to OC at the naples pier, Id be glad to join you in Im in town.
Also, you can only OC to, from, and during lawful fishing, hunting, camping, andtarget shooting. The only other places you can OC are generally places you can CC without a permit (home or fixed place of business). OC in vehicles has been a hot topic on OCDO, but I would say that generally OC in vehicles isnt legal (unless to and from fishing etc). Long guns are allowed anywhere in a private conveyence if they are for "lawful purposes" and handguns can be OCed without a permit and transported in vehicles if they are "securely encased. Securely encased means in a glove box locked or unlocked, center console locked or unlocked, snapped holster, zipper case etc.