At one time the company I worked for forbid any type of alcoholic beverage on the company premises. One day an employee opened his trunk of his vehicle and another employee observed a bottle of whiskey in that trunk and reported him. He was fired. Until then, I'm sure he thought he was discrete enough.I say do what you need to do DISCRETELY, and be prepared to accept the consequences should the day come that you need to act. The company is just protecting itself, and so should you.
Substitute handgun for alcoholic beverage and whiskey above. You never can be too careful. Don't violate company policy unless you don't mind getting fired and explaining it to potential future employers.
BTW, company policy has changed over the years.