If you mean you’re actually in Malaga itself, then the trials to the North are the Montes De Malaga (the post above calls it Malaga Bike Park), its like a large, wooded area, fire roads up and then loads of trails down. Its not especially rocky, more dry and dusty soil with some roots and rocks. Worth checking out, and depending on where you are in Malaga, you can likely ride there from your door.
The larger collection of trails to the Southwest, near to Torremolinos are also good, but its a lot of climbing if you don’t have an uplift. It’s also not ridable from Malaga unless you’re on a very XC type bike. The trails are great, rocky and loose. Best way to access is probably via the cable car in Benalmadena.