Mazagón is in the province of Huelva, in south-west Andalusia, close to the border with Portugal. Seville isn't far away. See this Map of Huelva and surrounding region. The nearest airport is in Seville.
There are buses from Huelva to Mazagón, but you might be better off renting a car. Huelva isn't the most popular tourist destination in Spain. Its main claim to fame is the excellent 'jamón' (Spanish ham) made in the region.
