This is a great choice. I would suggest starting with this website which provides a good overview - https://www.wolfgangseer-advent.at/en
Essentially, there are markets in the three villages bordering the lake - St. Wolfgang, St. Gilgen and Strobl - each with a different theme. I suggest taking the 150 bus from the Salzburg train station to Strobl. The bus take about an hour. Once in Strobl, explore the market and then board the boat for St. Wolfgang. I recommend taking the Christmas train up to the top of the mountain while you are there. St. Wolfgang is the largest village and has the largest market. Then take the boat to St. Gilgen. The sun will go down around 4 pm, so maybe plan to board the boat around this time so you can see the lights on the lake. Enjoy St. Gilgen and then hop on the bus back to Salzburg.
You buy your bus tickets from the driver. The buses may be crowded, but we always found a seat. You buy the boat tickets from the kiosks by the docks. You can buy the tickets for the Christmas train up the Schafberg in advance.