Can you walk from Shenzen Airport at Baoan to Fuyong Terminal? I know the schedule is about once an hour from Shenzhen to Kowloon, is there a schedule somewhere?

http://www.turbojetseaexpress.com/eng/schedule/prd_2.html
If you're going to Kowloon, I think the ferry only runs once daily, in each direction!

You cant walk from Airport to ferry port in a short time. There is a shuttle bus anyway. as you leave the terminal there are booths that sell the tickets for cross border coaches and ferry tickets and this includes the shuttle. The ferry is a very pleasant way to go. If you want to go to kowloon and you dont have heaps of luggage then take the ferry to Hong Kong Central. The ferry building is on top of Sheng Wan rail station so you go down the escalators to street levekl and then go down below ground to the station. Buy a ticket to Tsim Sha Tsoi station (8HKD I think) from the machines (which are so easy to use). You will have to change trains at either the second or third station (Central or Admiralty) but this fairly easilly done and if you speak english help is easy to get.