I want to take the train from HKIA to Dongguan and I arrive at HK at 18:55?

I'm afraid there is no direct train service between the two places, and you transfer to train at Hung Hom Railway Station after landing. Time would be very tight, as the last train leaves around 20:00! Therefore, I suggest you take the direct cross-border coach from HKIA to Dongguan. If you tell me your exact destination in Dongguan, I can help you find the timetable of the coaches.

Thank you Ethan, I have decided to go to Shenzhen Airport from HKIA and my friend can meet me there. Can you direct me there please?
Thank you for your assistance.

From HKIA, there are direct buses to SZ airport from 07:00 to 21:30. You can board the buses at coach station in T2.