Train or bus from Shenzhen to Hong Kong

When you arrive at Shenzhen railway station, is it then easy to go by bus or train to Hong Kong Kowloon as a foreigner? Considering getting the ticket, not speaking Chinese and huge railway station.

Is there a direct bus going to Hong Kong, like there are many busses leaving from Shenzhen airport?

Looking forward to your reply.

Kind regards,

Mischa