From the English version Website of Barajas Airport, if you click through the "luggage" link at the left in the menu, then pull down the "choose a category" and choose "other" ( ), that takes you to the "left luggage offices" page (which, at first, I thought they meant "LOST luggage", but it's not). There, you can see WHERE they have these left-luggage offices/lockers on maps according to the terminal. Also, if you click the "Further Information" link below you get a popup regarding lockers. I'll copy/paste that information here:

Regarding what to do with what little precious your friend has, Torrales always has excellent suggestions as he's stated above.

Yours is a common question which I see posted around on the internet's message boards, "What can I do with a 12-hour layover in Madrid?" My answers are usually the same but yes, it was depend on the season too. Always figure about about 2-hours total from the time you get OFF the plane, pass through customs and get checked luggage (if necessary), get the taxi, and get to your destination in Madrid. Also figure 2.5-3.5 hours total return trip BY TAXI (fastest way), to re-check-in, pass through security, and be at your gate with time before departure. All totalled, figure about 5.5 hours for time TO/FROM time to/from the city, leaving you with a precious 5.5 hours of leisure time IN Madrid itself. This is a not A LOT of time but if it's nice weather you can certainly enjoy yourself in a relaxed manner.

I always suggest going STRAIGHT to the Plaza de Cánovas del Castillo (a.k.a. PLAZA NEPTUNO) on the Paseo del Prado. From there, walk through Huertas neighborhood to/through the Plaza Santa Ana. Then walk through through the many pedestrian and bar-filled streets on the way to the Puerta del Sol. From there, walk to the Plaza Mayor, walking around the galleries and peeking in the windows. Then walk to Opera and then to Palacio Real. From there one can easily walk up to Gran Via seeing the Plaza de España. From there, walk up the Gran Vía all the way to Plaza de Cibeles. From there, one can walk UP the Paseo de Recoletos a short distance and return to the Plaza de Cibeles and taking a left up the Calle de Alcalá to see the Puerta de Alcalá. There, enter the Retiro park on the right and walk around. You can then continue on down the Paseo del Prado to Atocha train station and see their botanical garden inside. This is a good place to get a taxi back to the airport. She could have a sit-down bocadillo de calamares at the famed El Brillante bar's terraza (either in front or in back) across from Atocha. Oh, and if she's in Madrid on Sunday she could dart into the Prado Museum for free for a quick walk-through.

Sound like a busy itinerary? IT IS! One would be exhaused after so much walking, possibly not even breaking for a sit-down meal but rather short stops for tapas or sandwiches, and drinks and then using their restroom before venturing out again. Whew! I'm tired just thinking about it all!

Saludos, MadridMan