I'll be arriving in HKIA. how to go Guangzhou directly? from whr to take train? HK visa must?

There are many long-distance buses at the airport that can take you to Guangzhou.
The ticket counters are located at Counter C10 to C13,Coach Station,Terminal 2.
And the pick-up station is located at Coach Station, Terminal 2.

About the visa, if you are an Indian passport holder, you needn't a HK visa. But if you want to go to Guangzhou, you need to apply the Chinese Visa in advance.