hi , i am ashi , i am travelling from hong kong to kulalumpur

my flight is from HKIA to KUL , now i am in shenzhen so i want to know the ways to get on HKIA from shenzhen . i heard that we can take ferry from shekou port to HK - macao ferry terminal , from there i can get to the HKIA.. is it possible ? is it takes too much time and is there have metro service from here ? or i want to take direct ferry from shekou to HKIA