I find your question rather interesting.
Given that Madeira is an island in the Atlantic Ocean lying 1,000 km west from the Portuguese Mainland, it is impossible to get there by land. (Unless you walk on water!)
There is only one ferry per week on Sundays taking 24 hours from the Portuguese Mainland to Madeira. This departs from the Port of Portimão in the Southern Algarve region of Portugal.
The company is:
http://www.naviera-armas.com
My own recommendation is that you consider an Easyjet.com flight from Lisbon Airport to Madeira.
