Bill
No rules but just suggestions;
1 - Go native and don't take a caddy. If needs be buy a strokesaver and ask before you go out about yardgae markers. Often they have markers or yardages on the sprinkler heads. That should give you a clue. Just enjoy the freedom to work things out for yourself and the chance to enjoy the banter within your group without any interlopers joining in.
2 - now that you know the yardage for the shot, instantly forget it
Links is about feel, not exact distance, although knowing roughly how far to go is helpful as is whether the hole dog-legs left or right after you go over the hill. If playing two rounds a day, I'd suggest maybe having a "5 clubs only comp" between you when playing the smaller course. There's nothing like that for making you improvise and play feel shots like having to go down the shaft on a 5 iron because you don't have the "correct" club in the bag. Much better than playing foursomes IMO and you don't have to lug or pull a heavy bag.
3 - yes you are on holiday so you want to feel comfortable and I'm sure all those clubs can accommodate you if you would prefer to show up in golf gear. However please remember you are playing members clubs and a bit of decorum and respect for the rules of the club would be expected/appreciated. As others have said, a jacket and tie will usually get you into areas you wouldn't normally be able to go in golf gear. Suggest you email the club for advice.
4 - how a links plays varies from day to day, moment to moment and depends largely on the weather. Some days it will be relatively calm and some days it will be blowing a hoolie. Depending on whether it has been wet recently the course may be running and at other times not. That's just the way it is. Don't make assumptions on how it's going to be, just play it as it lies.
5 - Playing in the wind - shorten your swing, swing slower and take a good bit more club ie. take the spin off the ball. All about controlling the ball. Sometimes a 3 wood off the tee is a much better play than a driver, even on a long hole.
6 - a lot of these courses are fairly compact on a fairly open landscape, therefore other groups would probably appreciate it if you didn't tend to shout across fairways to your playing partners.
7 - remember to take your hat off when in the clubhouse.
Niall