There is a shop, but the opening hours (10-14) make it impractical. Both bars do food. There are Roman baths open to the public which offers pilgrim discounts.
The camino follows a paved road out of town and joins the N-630 before crossing the Río Aljucén. Once over the river, it leaves the road (before the gas station) to follow a long path through the countryside.
Along the way to Alcuéscar, there are two detours. The first is to the Basílica de Santa Lucía del Trampal but it is not well signposted. From the Basilica you can simply follow the road 3km to Alcuéscar. Of course, if you are not comfortable with the trails and signage you can always walk that same road from Alcuéscar to visit the 8th-century temple. Admission is free (but closed on Mondays) and there is a small exhibition explaining the archeological findings.
The second detour is mentioned below.