Ah, it sounds like you would have benefitted from finding this forum earlier to ask questions like "what's the best airport to fly to for the Portuguese Camino?"
But you are here now, with tickets to Madrid, so we will help you as best we can to get to Porto to start your Camino.
As far as your other questions go - boat ride and so on, check out the Camino Portuguese subforums.
Central route
Coastal route
The Portuguese Camino has several options - central, coastal, spiritual variant, etc., so it can be more confusing than the Camino Francés and other Camino routes.
There are several good sites that explain the options. Here are a couple:
Stingy Nomads
Pilgrimage Traveler