It is a small but interesting museum, worth to go for 30-40 minutes. My attention was drawn to the model of a ship from the time of Alexander the Great. Outside in the courtyard you one can see an old lighthouse.Important for the history of navigation in the Aegean Sea.
And do not forget that Mykonos island was so small, poor and arid.
Along this museum is Lena's house, a picturesque home of the town notary on the mid-nineteenth century; home inventory was kept in good condition. You can see as wealthy Greeks lived on the island 200 years ago. The museum and Lena's house are in the center of Hora and are very accessible.