According to one of his pilots, they would fly to St. Thomas and go to Little Saint James either by helicopter or boat.
Pic related is on page 25 of this pdf. These are depositions in the lawsuit Epstein v Bradley Edwards.
https://assets.documentcloud.org/documents/1508967/deposition-excerpts.pdf
It never made it to court. Epstein settled in December last year.
https://www.theguardian.com/world/2018/dec/04/effrey-epstein-settlement-lawsuit-sex-abuse-pedophilia-charges-latest