From Málaga Airport
Just follow the Algeciras and Cadiz signs. You are better off to take the toll highway (PEAJE).
The toll highway leads you directly to Marbella and from there follow N340 direction Estepona. About 2 kms after San Pedro de Alcantara, you will find the Benahavis exit. Follow the signs to Benahavis and it is only another 5 minutes to the town.
From Gibraltar Airport
Just follow the signs for Malaga. The toll highway is the better option here as well.
Once you get to Estepona, follow the coastal N340, the Benahavis exit is about 15 kms away. Do watch out to go under the pedestrian bridge, since signposts are a bit tricky here. Again follow signs to Benahavis.