Is there a train from Kowloon to Shaoguan? Schedule? Where's train station? How long it takes?

There is no direct train between the two places. If you want to take the train to reach, you can take train from Hung Hom, Kowloon to Guangzhou East first, then go to South Train Station to take high speed train to reach. Or you can take East Rail Line from Hung Hom to Lo Wu. Go to pass through Luohu Border, you will get into Shenzhen. Then you can walk to Shenzhen Railway Station to take train to Shaoguan. As I know, there is also direct cross-border coach between the two places.