Deliberate mistake: The Messerschmitts have painted yellow fronts, this wasn't done by the Germans until after Dunkirk. Christopher Nolan has admitted doing this deliberately so the audience could tell the difference between the Spitfire and the Messerschmitt during the combat scenes.
Deliberate mistake: Christopher Nolan admits he used a French destroyer instead of a British destroyer, for practical purposes (most people won't notice). The giveaway is that it has a closed bridge. British warships were built with open bridges till after the end of the Second World War, as can be seen by looking at HMS Cavalier (http://thedockyard.co.uk/explore/three-historic-warships/hms-cavalier/), which was built in 1944.
Answer: That's exactly how it was. If you search for images of the evacuation, the troops were stood in lines, waiting to be evacuated. The Germans were held at bay, and the air raids were periodic, so there was little risk on the beaches.