Do they make instruments out of coconuts like in Mexico?

No mention of anything made of coconuts but they do have an interesting nut called Coco-de-mer, or the 'nut of the sea,' a nut from trees native to the islands in the Seychelles. They make souvenirs out of them, these nuts are numberd and cost a lot.

The best place for shopping is Victoria, the capital, and more specifically the market at the city center, Seychelles Buy and Sell. There are also a few outlets on the island, Praslin, but few shopping areas on the other islands. Larger hotels have boutiques but shopping in Seychelles is not one of the major attractions.

While visiting, be sure to buy the classic and traditional Seychelles souvenir, the coco-de-mer, or the 'nut of the sea,' a nut from trees native to the islands in the Seychelles. Other locally made souvenirs, although not as unique, can be purchased like sea shell and pearl jewelery, textiles, and straw hats, in addition to needlework & crochet, paintings by local artists, and woodwork.

Yes they do, in fact goads and dried beans make up some percussion musical instruments.

Yes they do I think the locals have for hundreds of years used local products like coconuts (tropics) to make musical instruments. In africa for instance i have seen guitars made out of an old parafin tin! And they play it just like a wooden guitar. I think poor people compromise with what they have and make beautiful music that is unique.