How does my airline checked in luggage get on the ferry

Hi
I arrive at Hong Kong airport on a British Airways (BA) flight at 1635h Saturday. I will go straight to the Ferry terminal desk where I presume I purchase my Ferry ticket to Shenzhen Shekou Port and show them my (BA) luggage receipt. Is the luggage from the flight is collected by ferry staff and put on the ferry. What time would you suggest to book the ferry?
Many thanks