In AC circuit theory, "voltage on inductor" means difference of the Coulomb potential. This is instantaneous function of position of all charges in the world, but in practice, only the closest charges matter. Thus change of voltage on an inductor is directly determined by changes of electric charge distribution in the circuit (and nearby objects, which we usually neglect).
This Coulomb potential (instantaneous function of position of charges) has nothing to do with information. Also, information, as opposed to changes in Coulomb potential, does not travel instantly, since (we believe) information propagation obeys Lorentzian relativity (finite speed of propagation) as opposed to Galilean relativity (infinite speed of propagation).
Non-zero change of voltage requires non-zero displacement of a charged particle. Such displacement cannot happen instantaneously, it takes time for the charges to move. When inductor is being connected to a battery, this means there is movement of wires or inductor, and it takes some time. During this time, before the connection, there is no strong current, and only electric charges on surfaces of conductive objects rearrange themselves so that the whole inductor is at the same potential. Right after the inductor is connected to the battery and conductive circuit is established, this electric charge on surface of conductors quickly rearranges itself so that there is potential difference between the terminals of the inductor. This takes some short time.
So indeed, finite change of voltage between inductor terminals can't happen in zero time. It takes a little time for the charges to rearrange themselves to produce the given potential difference.
However, the time required is in practice so small, that in many practical cases of circuits (where the relevant frequencies are low enough), we can simplify and assume that charges rearrange themselves to produce the voltage instantaneously at the time of connection to voltage source.
This simplifying assumption may start to fail in some cases, such as when the time needed for rearrangement is comparable to period of waves we are interested in. This may be e.g. for radiating circuits, or when relevant frequencies we are interested are high enough.