Hi, May I know how to travel from Hong Kong to Fuzhou by train?

Well, no direct train can take you to Fuzhou.
So you are suggested to take subways to Lo Wu Staion, pass the custom and enter SZ first.
Then take subway Luobao Line to Convention Center and transfer to Longhua Line to North Railway Station.
There are many high-speed trains that can take you to Fuzhou South Railway Sation. The schedules are from 07:00 to 16:55. The duration is about 5.5 hours.