The visitor centre is your first stop if you want to explore the volcanoes. Displays are well-captioned and informative, but the layout is not very imaginative and rather dated. It's far more interesting to head out and walk along a section of the rim of Volcán San Antonio, a yawning chasm of this great black cone, which last blew in 1949 and has now been repopulated by hardy Canary pines. The crater is also a superb stargazing viewpoint.
The views down into the crater are excellent as are the panoramas of the endless sea beyond, to the islands of La Gomera and El Hierro. You can also see the Volcán Teneguía below and the small lighthouse just beyond that. Note that it can get pretty windy on the rim of the volcano, so watch your footing. Back at the visitor centre, a cafe is at hand for refreshments. Just beyond the gate is the start of the signposted path downhill for the terrific one- to two-hour hike to the Volcán Teneguía and the lighthouse.