'''Sheduled transport services''' The easiest way to reach it is to take the ATS(Air Transport Service), see http://www.a-t-s.net for tariffs and times of service. You can book private taxis or scheduled transport with this company from Olbia airport(http://www.geasar.com).
'''Car''' Its very easy to rent a car from the Olbia airport and just before you exit, there is an information point with all maps and guides that you will be able to follow to reach Capo Coda Cavallo. All major budget airlines have partners that work inside the airport, for example Hertz, patner or Ryanair, that if you show your boarding pass, it may be possible to get a discount on the published prices.