For a small fee, local fishermen will take visitors through the archway for a tour of the cliffs and other sites. It's quite an experience. The Azure Window is a natural rock formation. The natural megalithic archway was formed by the waves as the constant pounding wore down the soft limestone. The more adventurous, can climb the rocks and walk on top of the archway.
Most people are content to sit and enjoy the view through the archway.
The rock here is quite sharp so good shoes are a must if you want to wonder around to enjoy the magnificent scenery. Close to the Azure Window, there is also a hole that descends to the sea. When the sea is rough, the foamy water can sometimes shoot through the funnel shaped hole. The rock here, as in most places in Gozo, is encrusted with fossilized crustaceans, evidence that most of the island was once covered by water. Many of the farmers in Gozo unearth fossilized crustaceans when plowing their fields.