What is the easiest way to get from Shenzhen JW marriott to Hong Kong Airport?

If you refer to the Bao'an Branch of the hotel, direct coaches are available to HKIA. You can ask the hotel staff about the exact boarding site. It costs 200HKD and takes around two hours. Personally, this is the best way to go.

But if you really wanna take ferry, it is doable of course. Go to Shekou Cruise Center and catch a ferry to Skypier in half an hour. In this way, you can probably check in at Shekou and directly walk to boarding gate at HKIA after arriving there.