Can u catch a bus from Baiyun Airport to Hong Kong? Where do u buy the tickets & the cost?

No, you cannot. There is no direct bus service from the airport to HK. Instead, I have another two ways for your reference:
1. take local metro line 3 to East Railway Station to take a train to HK.
2. take shuttle bus line 2A to Garden Hotel or take shuttle bus line 5 to Haizhu Square and walk to GZ Hotel. In front of the two hotels, there are direct cross-border coaches to HK.

Tickets for the trains and buses can be bought on the spot.