Specifically the scenes are shot on the island resort, but the cast and crew are not staying on the resort because it is not able to handle overnight accommodations for such a large team of people. The cast and crew are at a site off-island and brought there each day. Yesterday was a travel and rest day due to the overnight shooting in the Lapa District the night before.
The navy is providing security for both the inn where the cast is currently staying and the filming site. Apparently people have tried to access both sites and have been turned away. It seems that no one is able to be closer than 200 yards in either case.
The consensus seems to be a filming starting this afternoon, but that info has changed several times.
TwiBlogBrasil has a good rundown with great translation.
(potential spoilers below the line)
The following is rumor via various news sites out of Brazil:
There is some speculation today that there will be scenes shot at a local waterfall.
Other rumor on Twitter has a scene involving dolphins