After you arrive at Hong Kong airport, you can transfer to the ferry as if you were transferring to another flight, meaning you don't go through passport control and the ferry staff will move your luggage from the plane to the boat. But the crossing to Macau only takes place seven times a day, so you may have a couple of hours wait anyway. You are bussed down to the utilitarian ferry terminal where you spend half an hour hanging around before taking your seat on the boat. Economy class, (HK$180, one way) is comfortable enough for the 50-minute trip and you can purchase snacks and drinks. First class (HK$280) has bigger seats, a free sugary snack and a drink, plus priority departure.
On the way back, you have to pay HK$20 more for either class. You go through passport control in Macau, pick up your bags at the airport and then check-in for your flight at one of the transfer counters inside the airport. While the ferry trip can be gloomy in the dark, at one end you get a sweeping view of the neon extravagance of Macau's waterside casinos and at the other, the towers of Hong Kong look like rows of computer servers glittering in the distance. 6/10