what train or bus I can use from HKIA to a bus or train station that leads me to Donguan City?

Well, according to your arrival time, there is no direct bus or other transportation that can take you to Dongguan City. The operating hours are from 07:05 to 20:05.
So you are suggested to stay at the hotel that near to the airport. And go to that city in the next early morning.
It will take 2.5 hours on the way.