Take a picnic on the sea - not possible - picnics are usually on the ground.
Take a journey on the sea - bad English - you make a journey.
Take a travel - no, you simply travel
Which only leaves "we take a trip on the sea when we go to the beach". Now that doesn't sound like a very good sentence to me either, but if it is the only choice you have after discounting the others.......!!!
I suppose it means that sometimes when they go to the beach, they also go on a short sailing trip, or rent a boat.