Frequent ferries, from Palau to Maddalena, up to every half an hour during the summer months.
There is a basic bus services that runs on the two larger islands.
There are many beautiful beaches and coves, and some agriturism.
From Maddalena, take the bridge to the smaller island, and follow the signs for Agriturismo, to find a small farmyard restaurant just past Club Med. The food there is excellent, with a set menu around €22 for lunch and €29 for dinner.
On the south-western side of the island there is a small gulf (a "cala" in italian) named "Cala Francese". This once was a french granite mining site, this granite has been used for making, among other things, the base of the Statue of Liberty in New York City. You can find a residence, run by a local family, near the now closed mine: [Cala Francese Residence].
The island has two campsites. La Villagio di Camping Maddalena, located within walking distance of Maddalena the town, has facilities for tents and caravans, and has a bar, a restaurant with an excellent pizza oven and grill, and a mini market. The other camping village is located further to the north of the island.
The island is very safe, and theft is not a serious concern.
Unless you have a private boat, take the ferry back to Palau.