Nerja is a 50 minute drive from Malaga Airport. Taxi is the most convenient way to travel to Nerja. On our pervious trips this is how we have travelled. We have always pre-booked a taxi before arriving at the airport. The company that we used was:
https://www.solhop.com/booking/vehicles
We have also used https://www.suntransfers.com/ on previous holidays. Other taxi companies are available and these can be found through a google search.
As well as travelling to Nerja by taxi you can also travel by bus. Although this is the cheapest option, taxi is still the most convenient. Below is a link explaining how to get to Nerja by bus.