When I go to build it , it says " 1 / 4 , so obviously it is in multiple pieces ?
But the pieces never go together properly.

I'm pretty sure you don't build it on land , but maybe it must be built in particular relation to land ? Like , for example , parallel to land , or head on to a piece of land , or so many squares between land and water ?
In all pictures of the ferry I have seen there is always a pier extending out to the ferry , but there isn't an option to build a pier . Does it need to be adjacent to harbor squares , or some other kind of pier ?
I had the same apparent sort of problem ( ? ) with building a road ramp up to my bridges.
I finally " solved " the problem by click - dragging , with no interruption , a country road to the bridge road , and the ramp connection was thus made automatically.
I say , " solved " because getting the click - drag to go off without a hitch and work is still largely a matter of expensive luck . But I got my bridges built.
Maybe a similar piece of keyboard stroke sequences is involved in building the Large Ferry ?