Please, I need help figuring out where the train station in Hong Kong is, for

We will be coming on the train from Guangzhou to Hong Kong in the morning. We leave late that evening on a plane back to the U.S. So we have a day in Hong Kong, although we might get a hotel for one night, hoping there would be one by the station

Are there storage lockers in the station so we could store our luggage before going out to the airport at night, wherever the airport is?

Will appreciate your help very much.

Thanks, David