Airport Express to connect to Hong Kong Macau Ferry Terminal

Hi, if I'm taking AE to the city, how can I connect to Ferry Terminal? Which station should I get off and which ferry terminal (HK or kowloon?) should I use in order to go to Macau? After I get off from the AE, how far is the ferry terminal? I understand that I can also take a ferry from Sky Pier from HKIA to Macau but the ferry schedule is not as frequent as those ferry in the city. Appreciate for your advice because this will be my first time to Macau/Hong Kong.