How do I catch express train from HK airport to Kowloon station? Can I buy a ticket at the exit?

You can find the station of airport express easily in the airport and you need to follow the direction boards to find the station. The tickets for the express can be bought at the station.
If you stay in HK for about three days, using the MTR often and use the airport express as well, you can buy an airport express travel pass. Otherwise, the ordinarty octopus card is suggested.