It used to be that you couldn't be prosecuted by the police for driving offences if you did something in a car park.
For instance, if you decide to do a burnout in your local Tescos car park, you can't get prosecuted for it unless
a: Your burnout laid rubber over the white lines - Criminal damage
b: The store made a complaint for breach of the peace.
The law is a funny old thing.
Insurance is covered for everywhere unless stated on your certificate. Areas not usually covered are - racetracks or off road courses, basically where you are not driving your car 'under normal circumstances'.