You will need to have a door or window open so the fumes can escape or you'll choke to death. Or you could extend the exhaust with a gas fire type flue liner to the outside. Or if its convenient or practical you could keep it in the back of your van with the lead trailing from it but not causing a trip hazzard. Thats if your worried about having it nicked.
You will have to make sure that you have an RCD protecting the power outlet whether its 240v or 110v, although its your own power supply and not a public one there is no legal requirement by the electricity at work regs to have one, but if there is a loss caused by an electrical hazzard its best to use one to keep your liabilities to a minmum for your own and everone elses sake. I have a reserved opinion on the use of RCDs but I won't qoute it here.
A drip tray would be advisable, as it it with pipefitters thread machines.
It will probably come under a hot works type scenario so a fire risk assessment would be required, ie a fire extinguisher, two buckets of dry builders sand can suffice for a 3 kw size genny, but it depends on the capacity of the fuel tank and the size of the of the peak cap of the jobs worth carrying out the risk assessment.
The above will only apply on larger main contractor managed sites, but on a smaller privately managed site it could be more relaxed.
I have worked on engine powered flying carpets and cherry pickers within buildings and their risk assessments were more cocerned with working at heights or running into someone or something, rather than fires and exhaust fumes.
On an old tranny van that I had, I cut a hole in the top to shove an old flue liner to extend the exhaust through it and terminated it into a 4" chimney gas cowl, it fitted just below the roof rack. All from a skip so didn't cost anything. I then cut a small panel from the bulkhead and made it into an access door and ran the leads out of the the door window. And when me or one of the other trades needed power on certain jobs, I used to drive as close as I could to where I was working. Start the genny up and I had enough power to run up to 3 KW loads, from such as a drill, some lighting, or even more important a kettle.
Sometimes this could be in a massive warehouse where there were deisel fork tucks and no socket outlets for at least 50 meters or so, and trailing leads were too much of a risk. Or it could be on the start of a new build where there isn't even a cabin.