Please tell how to collect bag if I book ferry

Are you going to HKIA? If yes, you may check whether your HKIA flight airlines provide luggage check through service for you, which can transfer your luggage from the ferry to the plane directly and no need for you to collect.

If no, you need to claim the luggage at the ferry port and recheck it at the airport. There are clear signs showing where to claim and check the luggage.