Yes, you way from Hong Kong->Guangzhou->Nanning->Yulin could be finised both by train and by bus. However, if you would like to go back to Hk from Yulin, I'm afraind that you have to transfer at Guangzhou since there is no direct train from Yulin to HK.

And, except the trains and buses bwtween HK and Guangzhou, you couldn't book any other tickets by yourself overseas. But, you could purchase the bus tickets just when you arrive at the bus station.

Hope helps!