At Shenzhen Airport, you could take a coach to arrive in Guangzhou directly, see the bus schedule here: https://www.travelchinaguide.com/cityguides/guangdong/shenzhen/airport-terminal.htm

However, most of travellers prefer to take the shuttle bus Line 1 to Shenzhen Railway Station firstly, and then take a train to get to Guangzhou. The train terminal is at Guangzhou Railway Station or Guangzhou East Railway Station, both of where you could find a hotel easily.