Turn towards the two tunnels but, before you get there, turn right into a little footpath/steps leading you down to the seaside. The huge building dominating the little bay, a former hotel, is the Adriatico guest house, the entrance is 50 metres up the road leading back up the hill.
Cross the main road (carefully!), go through the two tunnels. You can enter the ICTP premises by turning left into the parking lot immediately after the second tunnel. Walk towards the main building and then follow the signs - basically you have to walk up the hill behind the ICTP main building.
In either case, the receptionists at the guest house will then take care of the rest.