From the main square in Frigiliana head east, follow the signs for Higueron hike. Going down is very steep so be careful. Walking the bike would be smart idea. Once on the bottom, follow the riverbed up stream. Trail is very rough, full of loose stone. Using full suspension bike would be preferred. I did short section only as I wasn't adequately prepared. It is popular hike so you will encounter many hikers on the way.
Enjoy and respect.