After arriving in Hong Kong airport, follow the signs to the Ferry.
There is an office for the Ferry in the airport – ask when the next Ferry departs for Shenzhen Shekou.
Here is a link to the ferry departure times:
Purchase a Ferry ticket and follow the directions to the appropriate Ferry (approximately a 30-minute ride)
Once you arrive at Shenzhen Shekou, there will be a line of taxis readily available. Take one of these taxis directly to the JW Marriott Shenzhen Futian by giving them the address in Chinese (below.)
Here is a link to the Hong Kong Airport transportation page: http://www.hongkongairport.com/eng/transport/transport-connection-with-mainland-china/ferry-transfer/service-at-a-glance.html