There's two ferry terminals in Macau.

1) Outer Harbour Ferry Terminal
2) Taipa Temporary Ferry Terminal

The first one used to be the 'main' one, operated mostly by Turbo Jet. While the latter is used solely by Cotai Jet. Both terminal and both provider will be able to get you to Kowloon in Hong Kong, Hong Kong Island, and Hong Kong International Airport. Schedule will vary but usually at least one sailing per hour.

The second one is VERY close to the Macau Intl' airport. You could easily see the airport being steps away when you're at the ferry terminal. (I haven't tried landing/taking off at MFM before, but I suspect vise versa too) While there are public buses, casino buses, or even walkable if you want, I wouldn't bother.

Just step outside the airport and hail a taxi. It's less than 3 minutes ride, costing you no more than $5 USD. Shouldn't be more than the flat $15 MOP rate.