I wrote back: “Hi Kevin, the train only runs from Malaga airport train station to Fuengirola train station and then the line stops there. The easiest way to get to Puerto Banus from Malaga airport is to take the special bus from Malaga airport to Marbella bus station The cost is only €4.30, the journey takes 45 minutes and it is a fantastic service.
From Marbella bus station I would take a taxi to Puerto Banus which would probably be around €15 during the day on a weekday.
The picture above shows the car parking side of El Corte Inglés in Puerto Banus where the buses stop. In the distance you can see the white buildings of Puerto Banus with all the boats, restaurants, fast cars and glamour you might be needing!
Hope that helps you Kevin, have a good trip and let me know if I can help you further.
Best wishes from Marbella and thanks for your contact. Mike
PS: You can now do online bus ticket reservations through the gomarbella reservation system.