Unfortunately, there are are very poor bus services serving Zambujeira do Mar.
You will be able to get a bus from Seville to Lagos
See this article on my blog:
http://barlaventostravelblog.blogspot.com/2009/10/seville-to-algarve-bus-services-winter.html
You will then need to get the twice daily Rede Expressos bus from Lagos to São Teotonio.
Dept: 08:30 Arr: 09:40
Dept: 15:20 Arr: 16:30
From São Teotonio you will have to get a taxi or walk to Zambujeira de Mar.