Hi Cassie,
To be honest, it's not very practical to give you information about local restaurants or bars. Your company is staying in quite a central location, and you will only need to walk out on to the street to see plenty of bars and restaurants - just walk around and see what's available, go in to a bar that takes your fancy and order a beer or glass of wine, then wait to see if they provide you with a small plate of tapas. Walk around, enjoy the sights and choose one of the many restaurants you'll see.
Grocery stores and supermarkets are also plentiful, although in the centre you'll probably need to know where to go: make sure you visit the San Miguel Market (Plaza de San Miguel) which has many different shops for all types of delicatessen goods, as well as places to sip a glass of wine or take a quick beer. You could also visit the "Mercado de los Mostenses" (Calle del General Mitre) for a range of shops serving fresh meat, fish, cheeses, olives, bread and cakes, and a whole lot more.
Lastly, the El Corte Ingles department store on Preciados street near the Puerta del Sol has a supermarket downstairs (down from the ground floor) where you can find some quality foodstuffs.
Regarding brochures or guidebooks, I suggest you visit the tourist office once you're in Madrid (e.g. the one at Plaza Mayor) and pick up all the information you need. If you want to research some activities beforehand, may I humbly suggest you look at my own online guide (link below) and especially the section of Top 10 activities.
Hope you enjoy your trip!
Roger.
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