Hi,
Sorry for the delay in reply.
There are unfortunately no direct buses from Evora to Marbella.
You best bet would be to go from Evora to Madrid (Estacion Sur) with alsa.es
Departure schedules : EVORA - MADRID EST.SUR
dept: 11:15 arr:19:00 price: Euro 36,00
dept: 22:45 arr: 06:30 price Euro 36,00
and then by Daibus from Madrid to Marbella.
The timetable is here.
http://www.daibus.es/htm/madcosver.htm
I have had a look at options via Lisbon and Seville and there is nothing suitable.
There are no easy train links.