Shenzhen Airport to Hong Kong Airport

HI,
Quick question... I am trying to go to HK from bao'an airport. Where is custom /immigration? After I get to HK and through the HK Arrival area like they would have all flights coming into HK or is there a seperate immigration area for people coming from SZ City? I have to get my e-Channel passes taken care of and the only way is AFTER custom in the ARRIVAL Hall area.