There is a lot of excursions and activities on this page
https://www.civitatis.com/en/almunecar/?aid=8669
Another thing to do if it is raining is the caves at Nerja.
There is a massive series of caves filled with stalegtites and stalemites.
More info.
https://nerja.org/turismo_ing/tur_cueva.htm
Almuñecar has a castle which is a worth a visit.
It has great views of Almuñecar.
Adults 2.20 €
Children: 1.50 €
Tue-Sat 10.30 - 13.30 / 17.00-19.30
Closed on Sunday and Monday
Walk all the way from Almuñecar to La Herradura along the coast which would take about 2 hours.
Then eat at one on the beach bars for example the Gaviota.
If you are tired you get get the bus back to Almuñecar.