Take US Highway 89 west from Page, AZ. You will drive about 6 miles west and then turn south on a gravel road. The best thing to do is to stop at the ranger station just a few miles west of Page. They have maps and can give directions.
The Wave looks as if it was liquid rock at one time and flowing like the surface of the ocean. It looks like it froze in place and left 'waves' of sandstone. It's a beautiful area and very isolated.