THE ART INSTITUTE OF CHICAGO triples its exhibition space, when its just-completed South Building opens to the public Sept. 16. The first show will be a traveling exhibition entitled ``The Art of Paul Gauguin'' (reviewed by this newspaper May 10). A NEW ARTISTIC DIRECTOR will take the helm at Canada's Stratford Festival Nov. 1, 1989. He is British actor, director, and theater manager David William. Born in London and educated at Oxford, Mr. William will succeed John Neville, who has run the Ontario-based festival since 1986. AN ALL-STAR ROCK TOUR on behalf of Amnesty International is now on the road in Europe and is scheduled for a North American touchdown in Montreal Sept. 17. The US stops are Philadelphia (Sept. 19) and Los Angeles (Sept. 21). Headliners Bruce Springsteen, Peter Gabriel, Tracy Chapman, and Youssou N'Dour are among the singers expected to perform before 1 million people on 5 continents to commemorate the 40th anniversary of the UN's Universal Declaration of Human Rights. Sponsors say the tour is designed to raise consciousnesses rather than money. PAT SAJAK will play host to a CBS talk show premi`ering in January. The ``Wheel of Fortune'' game-show host will have a 90-minute show entitled ``The Pat Sajak Show,'' airing opposite Johnny Carson. It marks the first talk show for CBS since ``Wheel of Fortune'' producer Merv Griffin was seen in the network's late-night slot from 1969 to '72.