A stroll around downtown will take you through the old streets around the cathedral, the Roman theater and the Alcazaba castle. 

I would also recommend visiting Muelle Uno and, if Will is into art, the Picasso Museum. Picasso was born in Malaga and his family donated the majority of their own paintings to this museum. 

If he is going to be there for a few extra days then he definitely needs to make his way to La Alhambra in Granada (2 hours away from Malaga). He will need to buy the tickets online in advance and I’m sure the hotel people can help him with that.