Unfortunately there is no real bookstore in town, but you will be able to find most international press. Some bookshops sell new or second hand books and newspapers in English and other languages.
The most international newsagents is the Babel Bookstore that has a good selection of international press and many books, to reach them keep to your right for about 200m after the traffic lights. The "AlSur" is also very competent and it is just opposite the Puerta de Jerez (archway into old town) on your right.