I am new to this forum hope I've posted my question in the correct forum.

I am flying from JFK to Madrid with 4 hr layover than on to Malaga on Iberia Air on 2 separate tickets and checked luggage.
Please let me know if this is the correct procedures after arriving in Madrid.
Once I arrive in Madrid, I guess I will go through immigration / customs than retrieve my luggage and check in again for my 2nd part of the flight from Madrid to Malaga? is 4 hrs enough time ?