Fuengirola is served by the Cercanías (suburban trains) of Malaga. Your pass is valid but since Renfe don't share their timetables with the rest of the world, you'll have to enter trains manually.

Timetables are here:

https://www.renfe.com/es/en/suburban/suburban-malaga/timetables

There's also a Renfe Cercanías app for timetables and fares; it's usually not worth using a travel day if you have a flexipass.