There is a US consulate in Fuengirola and I believe that your daughter needs to apply, but not to pick up. It's best to call and be sure.
The U.S. Consular Offices in Fuengirola is open Monday through Friday, except on American and Spanish Holidays. It is strongly recommended that you contact the agency by phone before appearing.
Does not issue visas or passports but will provide application forms for passports. It is recommended that people call prior to going to the agency especially for notarials, report of births and children's or replacement passports.