Is there a High Speed train from Hong Kong to Beijing?

There is no high speed train from HK to Beijing and only express trains (T-train) exist.

If you want to take a high speed train, you can head for Guangzhou first by taking the Kowloon-Guangdong Train from Hung Hom Station to Guangzhou East Railway Station. Then you can use the Guangzhou subway trains to Guangzhou South Railway Station, where you can take a high speed train for Beijing.