With Malphite you mainly want to harass with your Q to continuously weaken your enemy. In order to spam your Q you are going to need to purchase Mana Potions to rarely go out of Mana. To sustain better you can pick up a couple of wards and some Health Potions. Malphite's combo is R, W, E, Q.
With this build Malphite has insane burst and sustain.

-Ninja Tabi: This provides Malphite with 25 Armor and the blocking of 10% of Auto Attacks
-Sunfire Cape: This provides Malphite with an increase in both Armor and Health
-Iceborn Gauntlet: This provides Malphite with bonus Armor, Mana, Ability Power, Cooldown Reduction, and its Unique Passive
-Zhonya's Hourglass: This provides Malphite with an increase in both Armor, Ability Power, and it can put Malphite in stasis to save him
-Rylai's Crystal Scepter: This provides Malphite with another slow, Ability Power, and Health
-Liandry's Torment: This provides Malphite with Magic Penetration, Ability Power, Health and a DOT
-Frozen Heart: This provides Malphite with Armor, Mana, Cooldown Reduction, and with an enemy Attack Speed Reduction
-Randuin's Omen: This provides Malphite with Health, Armor, and a Slow
-Thornmail: This provides Malphite with Armor and a defense against ADC's and Hard Damage Bruisers