There are no direct trains from Hong Kong to Guilin. But you could take train or bus to Guangzhou first and then take the train like K36/K37 to Guilin, which costs around 12hrs. You can take a soft sleeper by costing about CNY330. Normally, it is safe on the train. But you are still suggested to take care of your valuables. Or, you can choose to take flight directly from Hong Kong to Guilin, taking just 1.5hrs. Of course, it is more comfortable by air.