Enterprise should be inside, this is the map location:
Centro Comercial Vialia,María Zambrano, 11
So it should be inside the mall where the train station is. (both mall and train station are at the same location)
Taxi can drop you off at Maria Zambrano train station
or the main entrance of Vialia Mall, from there you should be able to find the rental office without problems.
Opening hours for Enterprise
is from 8am to 11:30 pm
Yes, I will show you a map for finding a public parking next to the old town:
Now the walking route from that parking to the monuments and museums area
There are also parkings at Malaga airport
from where you could take a train to the city centre.
Hope to be of help, if have any question do not hesitate in letting me know.
Best regards and have a nice cruise!