If you are traveling from Honshu(via Okayama) to Naoshima, I will show you the route between Okayama station and Naoshima. If you are heading to Okayama from Naoshima, just take the opposite route!
From Okayama station, take JR Uno port line to Uno station. However direct connection is very limited therefore most convenient/faster way is to take JR Seto-Ohashi line to Chayamachi, then change to Uno port line.
Get off at the final stop, Uno station. Till the opening of Great Seto bridge, ferries operated by JNR(Japan National Railways) were connecting Takamatsu, Shikoku.
If you want to buy some snacks, lunch or beverage, there is a convenience store on the right hand side.
There is a nice public lavatories in front of the station.
Cross the street and go to the right. You can see this ticket office on the left hand side. Please be aware that there are two ports in Naoshima, the main Miyanoura which ferries are running and Honmura, which is closer to Benesse house and Chichu Art Museum. However Honmura port is small and connection by smaller boats with less frequency than Miyanoura.
The journey from Uno to Miyanoura is just 20 minutes.