Two ways: 1) Attack with Marines. (Or, if you're Scandinavia, Bezerkers) 2) Demand it when making peace.
Those are pretty much your options. You could try culture flipping it, if the island was close enough to your territory, but it would probably be pretty difficult to do that.
Those are pretty much your options. You could try culture flipping it, if the island was close enough to your territory, but it would probably be pretty difficult to do that.