It depends how close to the router your caravan is. The signal can be far more far reaching than you'd expect.
Usually at these sites the wifi area is the bar and you can usually log on outside the bar area, and if your caravan is close to the bar you may be lucky enough to be able to log on in your caravan. I certainly could on a short holiday to a holiday park last year.
You should have a wifi icon in the system tray by the clock, it looks like a pc monitor. Right click on that, and click 'search available wireless networks'. You will get a list of all the networks in the area. Just click on the one you want to connect to. When you are on holiday it will probably be the name of the holiday park. A box will pop up asking for the code, which you will be given. Enter the code and you will connect.
As for safety, I wouldn't use it for online banking or buying online but I would use it for everything else and change the passwords regularly.