The boat to OKW leaves from the Pleasure Island dock, near the Paradiso restaurant. There is a dock at the West Side, but that's only for the DTD water taxi, which travels between the 3 DTD docks (Marketplace is the 3rd dock.) If you don't mind waiting twice, you could ride the water taxi from West Side to PI, and then board the OKW boat.
The last boat should leave the PI dock at about 11:30. If you miss it or there's no room for you on it, the buses from PI to OKW run until 2 a.m.