It is located near Pothia, beyond the Monastery of St. Catherine in Kefalas area. You can go there by boat or along the provincial paved road from Pothia (note that this road later on becomes a dirt road). Once you reach the top of the hill where the road ends, and after you have passed in front of St. Catherine's Monastery, will need to follow the blue signs marked on the rocks in order to reach the cave.
The cave is open to the public daily, from 08:30 to 14:00, except from Tuesday and Thursday. The guardian in the entrance of the cave will provide you with a helmet that bears integrated light. However, it is advised that you visit the cave equiped with your own torch in order to gain better sight.