Walk or drive, those are your choices. There's no public transportation, but then you can walk from one end of town to the other in about 15 minutes.
There are a lot of bicyclists that like to ride around the lake 85 miles. Mopeds are big with the locals, and motorcyclists can be heard for miles every weekend from April to November.
There is a a large, busy marina. Dan's Pepin Marina has some transient docking. The Pickle Factory restaurant has their own 200 foot dock for their customers, and there's a public landing with a fancy, updated fish house for cleaning your catch.