When driving, take the N-340, going towards Cadiz. As you enter Fuengirola, you can choose to either continue on with the N-340 or to take the Costa del Sol toll motorway. The motorway has lesser traffic and can yield lesser travel time, but it costs 5 euros during the peak season and 3.10 euros during the off peak season. To be sure, you can ask for directions at any of the restaurants and petrol stations that dot the highway.
Andalusian drivers are generally impatient and usually make use of the horn. You are not expected to give way when you don’t have to. When you see flashing headlights, it does not mean, “Please go ahead.” Rather, it warns you to beware.