See if you can attend a service at Synagogue. You'll learn about some of the customs and practices of the Jewish faith.
You're spoiled for sightseeing choice when staying in Szombathely. Synagogue is an ideal place to kick off here, but there are loads of other fine spots to visit. Szombathely Cathedral, Szombathely Gallery, and Savaria Museum are not far from the Jewish house of worship and will top off your day nicely.