No, they have no right to prevent someone from speaking. What they are saying is that their right to free speech/demonstrate is greater than someone else’s right to voice a differing opinion. That is censorship of free speech, not to mention whatever local ordinances they violate in holding their demonstration. I can only hope the local police take appropriate actions within the law.
On Cavuto he was saying that some local politician in CA was trying to prevent Trump’s free speech at their public fairgrounds. Other candidates were welcome. Doesn’t look like the law in CA cares about free speech h or equal rights.