Courteliz, you'd need to either rent a golf cart or take a cab. It's about a mile, mile and a half to the beach.
I had a great time in Costa Maya, one of the best snorkel trips I've taken. We went past the Mahual beach and got to see a little of the town. It's just a fishing village and very laid back. There were not a bunch of people pushing you to buy junk. The people in the shopping area (terminal area) did tell you to come into their stores, but they were not hard sell. We bought quite a few souvineers and had a great time. The prices were so/so, but the shops outside of the terminal were no less, so unless you just want to take pictures, there's no reason to go outside. Mamasita's has a beautiful swim up bar.