I don't know about the office in Marbella, but I know there is one in Estepona. If you are coming from Estepona port, drive towards Marbella and drive past Carrefour (so Carrefour would be on your right hand side). The Endesa office is then a couple of blocks further on, again on your right hand side .... you can usually tell which one it is as there is usually a queue leading outside the door!
Tip: Don't just join the end of the queue - actually go inside and take a numbered ticket - similar to the one's you take at deli counters in supermarkets - and then wait (and wait) for your number to show on the screen.
Tip 2: Consider taking a picnic too