The tourist office is on Via Vittorio Emanuele 80 (tel. 0922-970745). It is open April to October but keeps such erratic hours you'll never know what hours it's open.
If you wish, you can rent a bike at Autonoleggio d'Agostino, Via Bix 1 (tel. 0922-970755), and circle the island in a day. Bikes cost about 10€ a day, and motor scooters start at 25€.