Let me add some additonal details to Dave's excellent post. When you exit the cruise port, turn towards your left and you will see the ferry terminal right in front of you. At the terminal there are 2-3 different companies that run jetboats/hydrofoils to Capri (about 50 min one way). You definitely want a jetboat or hydrofoil and should avoid the huge ferries which cost a little less, but take about twice as long to get to Capri. Simply check the schedule boards (located at the ticket windows) and buy a ticket on the next jetboat/hydrofoil. Once you arrive on Capri, stop at the ticket office right at the end of the pier, check the return schedules, and buy your return ticket before you leave the pier area. Make sure you buy a ticket on a jetboat/hydrofoil that goes to "Molo Beverelo" which is the real name of the ferry pier located next to the cruise ships (there is another ferry terminal called Mergellina which is more than a mile from the cruise port).