The answer should be yes. Any business in another country trading here in Spain would have to set up a surcursal (branch) legally. In which case they are bound by local laws taxes, employment etc and would have to have such a book
I also believe they have to state their opening hours prominently outside the premises.
If they are closed you can report this to the police to make an official complaint for them to investigate.
The only issue I can see is that the complaint wuld have to be where the contract is deemed to have been made, so if you bought the ticket online in the UK then it would be under UK law, no point complaining here but when you got back you would lodge it in the UK.
If you bought the ticket from the kiosk at Malaga ariport for example, then I would think its deemed to have been made here in Spain.
But then again if its a predominantly UK company and they only have an admin branch here you would probably have to go via HQ!
Good luck!!