The Clam Bake is indoors at the Cape May Cafe (Beach Club). I believe they start serving at 5:30pm daily.
This is always a MUST DO on every trip for us. They have a wide variety of seafood and non-seafood selections. It is very popular so make sure you make a dining reservation. The Beach Club is about a five minute walk from the International Gateway of Epcot, which is near the United Kingdom.