"To have a picnic" means to eat a meal outdoors, usually in a park or countryside, where one brings food from home or buys it, and enjoys it while sitting on a blanket or at a table. Full definition
As far as location is concerned, you could even have a picnic in your own garden or backyard if you don't have much time to spare. (besagm-interiors.com)
The seams are so flawless at keeping contaminants out, they even meet food contact standards, if you should decide to have a picnic on baby's crib. (thespruce.com)
The park has picnic tables but that still requires mom to hold baby. (rookiemoms.com)