Very easy.
After disembarking, do not enter Hong Kong but go instead to the Macau Ferry ticket desk.
Buy a ticket to Macau and hand over your luggage labels. The ferry company collects your luggage for you.
The ferry journey takes about an hour, on arrival in Macau, complete Macau immigration, collect your luggage and complete customs and enter Macau.
Many hotels run buses to pick up passengers at the ferry terminal.
Beware if you return to HKG from Macau then you can only do this directly with some airlines. Most airlines you have to go to HK Central by ferry, enter HK then travel to the airport. About 90 minutes.
This is a way of transiting straight to Macau from a flight which arrives at HKG without passing through Hong Kong customs (very convenient if Macau is your final destination). The only things I'd add are (i) you have to leave Hong Kong airport on the same day which you arrive, (ii) you have to arrive at the ferry check-in desk (just before immigration) at least an hour before the scheduled departure time of the ferry, and (iii) the final sailing of the day is (currently) scheduled to depart at 22.00 (i.e. it is not an option if your flight arrives late in the evening).
I think the OP was asking about a ferry linking Hong Kong city directly to Macau airport. I know such a link exists, but its not quite as straightforward. There is information on the website, but it's not easy to find:
TurboJET
Might be worth emailing Turbojet directly if you have a specific question - I've always found them to be pretty helpful in the past.
Edit: With regards to minimum check-in times, the website is silent. However, if you try a dummy booking the system
should tell you if a specific connection is do-able. For guidance, if you sail from Macau to connect with a flight departing HKG, you have to arrive at the airport at least three hours before your scheduled departure time.