There is a few ways to create this ship system in xp. Ive done em.
I am sure there is a simpler way but here is the way I did it. First of all I have my game based around one person so she is always the lead character and though it can help simplify the process this can be done with multiple characters through eventing.
Option #1
First create your map making sure that the water is passable. The key is to set the shore tiles so that you can walk across them but you cannot walk off the edge. In other words make a non-passable border. Then create a dock and on that dock create an event that will transport your character a couple steps forward onto the water and change the character graphic to that of a ship and then place another event that will change your graphic back to your character and place them just past the first graphic on the shore. Just place them side by side so there is less transfer room.
Option #2
The other way it to actually create the dock that you walk onto, in case you want to make it more realistic. This also includes making a seperate world map where the water is passable but the lands are not. When you are at the dock you can have your character board the ship and for simplicity go up to the wheel. At the wheel give the options of setting sail or not. If you want to sail fade the screen out (make sure you set a few seconds to wait) then change character graphic to a ship and transport them outside of the dock to the ocean or waterway or whatever, then fade back in. Then on those oceans you can sail around and at the docks create another event that does the reverse. I myself prefer this one. It looks smoother and more professional than the other.
Either way make sure you encorperate fading, wait options, music changes, sound fx and other options you have at your disposal to make it smooth and flowing. It sounds daunting but if you do it once it becomes a simple process.