Inquiring about visa and HK airport transfers to macau

Me and my wife is a philippine passport holders, we would like to tour macau and hongkong for 5 days straight, do we need to apply for a tourist visa?. And follow-up question what is the process of ferry transfers from HK intl. airport going to macau, do we need to go to customs first before buying a ticket going to macau or buy our ticket first, get check-in luggage then go to the customs desk, and then proceed to ferry transfer area?

Thank you