If you drive over the bridge the town hall is the big building on the square ahead of you. Pub called the Argyll on the left, Loch Fyne on the right hand side.
I lived out in Stoke Row so unfortunatly most of my routes are based on the descents into Henley and then looping back or bypassing Henley but in the surrounding Hills.
On google maps/OS map, look up Greatbottom and Coldbottom woods, some nice trails link up from the road through them into stoke row.
If from Stoke row you ride towards Highmoor theres some bridleways that go down near where the closed Dog and Duck pub is, you can probably follow your nose, follow any trail you feel like heading towards the fairmile ish. If you can end up near Lambridge woods theres some really fun singletrack and a fast descent into henley from there.