Hi Tina,
There are plenty of English and Spanish run clubs for kids over here now but it is probably better for you to pick up copies of the local free newspapers covering the Costa Calida area (such as the 'Reporter', 'Leader' and 'Round Town News') when you get here as this is where the majority of social clubs and events are advertised.
The local sports centres also run swimming, dancing and martial arts clubs for children from as young as 3 but extra curricular activities are more commonly attached to the international schools than the Spanish state schools.
Kind regards