Can I only buy it in season?
It is listed as a fruit harvested all year. Even so, the varieties and stock each seller carries differ. Look at whole fruit and prepared fruit separately.
Young Coconut · มะพร้าวอ่อน
If you feel like cold coconut water on a hot day, choose a young coconut. Have the top opened for you, drink the water inside and spoon out the soft flesh as well. The fragrant Nam Hom coconut is a variety known in Thailand. When you are thirsty, it is also fine to share one with your companion.

Harvested all year
Listed as harvested all year
Ban Phaeo Nam Hom coconut: listed as harvested all year
Use the main season, or the harvest period of a regional fruit, as a guide. Actual harvests can vary with the growing area, the variety and the weather.
With a young coconut you enjoy the water and the soft white flesh together. Nam Hom is introduced as a variety whose feature is its aroma.
Thailand's fragrant young coconut is a fruit where you drink the water and eat the flesh too. The fragrant coconut of Ban Phaeo in Samut Sakhon is also introduced as a regional GI fruit.
It is listed as a fruit harvested all year. Even so, the varieties and stock each seller carries differ. Look at whole fruit and prepared fruit separately.
Coconuts are sometimes sold by the piece. Water sold in a bottle and a coconut opened for you whole are not the same product, so look at each menu item separately.
If you want to read more about the food and the regions behind it, these sources are a good next step. Ingredients and cooking methods can differ from one place to the next.
Sharing image credit: Crisco 1492 · CC BY-SA 3.0