Travelling to Macau via Hong Kong

I am from Afghanistan, want to travel to Macau via Hong Kong. I was wondering to know, if I will be allowed to use Hong Kong International airport, take ferry, go to Macau and return via same way and catch my flight from Hong Kong International airport. Will I need Hong Kong visa to do so, or I can do it without it. Also, will authorities at Dubai International Airport allow me get on board my Qatar airways flight without having Hong Kong or Macau visa (which I expect to obtain it on arrival)?