How can I travel from Hongkong/Kowloon to Zhuhai? By train or Bus and How the journey takes?

The best way for you is to take ferry from China Ferry Terminal in HK to Macau first, then take local bus from Macau ferry terminal to Gongbei Border. Passing through the border, you will get into Zhu Hai. The duration for the ferry is about one hour and about 15 minutes by bus from Macau Ferry Terminal to Gongbei.

I think it is much better to take a ferry directly from HK to ZH. And the custom waiting is much shorter at ferry terminal that it is at Macao-ZH border.