I don't see why it would be so difficult, or any more difficult that growing them anywhere else where the climate allows. Maybe the garden center meant that it would be difficult to grow them from seed?

The other thing to consider is that some berries like blackberries need chill hours, you may not get enough in southern Spain?

Spain produces a huge amount of fruit for export, including strawberries. You say you want 'wild berries' do you really mean that or do you not mind cultivated forms of raspberries, strawberries etc? They are certainly available in Spain, although Malaga is pretty hot and you could have a hard time looking after raspberries there. The website below might be of use to you.

Here is a link that might be useful: Gardening in Spain