Hi,
There are a couple of rinks around Lausanne. There are three sheets of ice at Malley, where the Lausanne Hockey Club play. There is the main rink that holds about 8k, which isn't open that often to the public, another rink that is covered and an outdoor rink. There are daily stick and puck, although I don't know the schedule yet this year. You can drop by and they'll give you a schedule. I've been a few times during the day mid-week, and it was good to get on the ice, although nobody else on the ice seemed too interested in passing the puck around with me.

There is another outdoor rink at Montchoisi in Lausanne, but I don't know what they do for stick & puck, but our league plays there sometimes.

I hope that helps!

Cheers