Not too close unfortuantely.... They are a little further out, but if you have a decent telefoto lens, you MAY be able to get something.
They have a discreet "guard" there.. its a lifeguard which stands at the edge.
Depending on which lagoon you swim is in, it may be better. We were at the end, at the sand dollar lagoon, there were rock to sort of climb on to get some pictures. Some parents were actually trying to put chairs on the rocks.. and were politely told to take the chairs off the rocks!