Sad to say, I think it is illegal to make food in a kitchen that isn't up to code and licensed. You'd be liable if something went wrong and people got sick. OTOH, people have been doing this for centuries, for bake sales, state fair contests, church fundraisers, etc.
If the food is to be sold for profit, were you planning to collect and pay the sales tax? I suppose if it's a one-time-only thing, you could get by by saying you won't do it again. The tax collectors aren't going to push for a business license or legal kitchens after the fact. If you will be having any police security, they might shut it down, though.
Wherever you're holding the show, do they have a licensed kitchen you could use? And then if a few people brought things from home, maybe you could just add them discreetly to the mix.