The easiest and cheapest way to do this trip via public transport is as follows:(Click on images to enlarge)
1) Bus from Lisbon Sete-Rios to Sevilla. (www.alsa.es)
2) Bus from Sevilla to Marbella - Autobus de los Amarillos -
Other routes could include flying low cost to Madrid and then Malaga and taking a bus to Marbella. Bus Lisbon to Madrid and then Bus Madrid to Marbella.