Rainbow House is right on the famous Bibbulmun track, and a 200m stroll away from the Inlet. There's an easy, level walk on this stretch of the Bibbulmun track along the Inlet. If you bring your own boat, you can launch it at the boat ramp, only 1 km from Rainbow House.
Rainbow House is half-way between Denmark and Ocean Beach, and if you're into cycling, there's an off-road cycle path from to Denmark to Ocean Beach. BYO bicycles, or hire them from the Denmark Visitor Centre.
A short drive away are Ocean Beach (good for surfing), and Lights Beach which has safe swimming areas, and is ideal for watching the sunset. From Lights Beach there's a walking and cycling track to Madfish. On the way to Lights Beach you'll pass Monkey Rock, and after the uphill walk to the rock you're rewarded with a stunning view.