At Molo Beverello in the cruise port of Naples you can get a ferry to the island of Capri. Better choose for the faster Hydrofoils. A crossing from Naples to Capri takes between 45 and 70 minutes and costs aroun € 12 - € 20 per person (one way). There is about 1 ferry per hour. Don't forget to consult the timetable before you go.
TIP: Once in Capri, there are several transportation options to explore the island.