I am looking at a printed map of Lagos.
The Largo das Portas da Vila and Rua Porta da Vila are just within the city walls on the southern side of the city - ie the opposite end to the Marina and close to the fire station. Unfortunately my map does not indicate the one way streets and pedestrian only streets, of which there are many in the old part of Lagos, so the final act of getting there might be interesting,
My instinct is to follow the N125, which is the broad 'esplanade' down by the river, follow it past the little fort and up the hill to the fire station, turn right and through old walls.
On Googlemaps, zoom right in to Lagos and spot where the N125 does a big, sweeping loop away from the river. You will see 'Urbanizacao Porta da Vila clearly marked. And some one-way streets, though whether they are current I cannot recall.
So your destination is around there somewhere!