what information do we need to show for the visa?

We will be leaving china by travelling to Shenzen then getting a ferry over to Hong kong, the same day - then a flight out of HK. Our travel ticket to from Shenzen to HK? I can only see info where you book the train/ferry/bus last minute, not pre booked months in advance? We will be coming end of Oct - End of Nov on a 30 day one. If you can pre book this travel over to HK please could you advise where I can do this?
Many thanks