I booked on line and direct with the company that run the ferries to Liberty and Ellis Islands.
I, like you, did not receive an email, I waited a couple of days and then rang them to query it.
They found the booking an confirmed that the booking had been made, but no email sent. They sent it on straight away - no problem.
They said to me that they had been having 'problems' with the system not automatically sending out tickets - I'm sure they'll tell you the same thing!!!
Don't be worried about being ripped off, they were helpful and friendly when I called!
Have a fab time - we really enjoyed it!!