Can i travel by road only from HK to Macau?

No, there is no coach between. It is best to take ferry from HK-Macao Ferry Terminal to get to the destination directly.
The ferry schedules are 07:00 to 23:59 with the frequency of 15 mins. After the midnight, ferry depart at 00:30, 01:00, 01:30, 02:30, 04:00, 04:45 and 06:00.
The duration is around 55 mins. And it costs 164 HKD per person.