The are car ferries and much quicker hydrofoils from Trapani on Sicily to the islands - lots in Summer, with fewer during Spring, Autumn and Winter and on Sundays. For timetables see SIREMAR and Ustica Lines
Ferries run also from/to Marsala.
Levanzo and Marettimo are small enough to walk around. Most people hire bikes on Favignana to get to the beaches on the south coast.