Hello. Is there a subway/train from HKIA to the train station going to Guangzhou?

Well, no direct subway or train can take you to Guangzhou.
Instead of that, you can take long-distance bus at the airport, and go to Guangzhou directly.
The bus schedules are from 07:00 to 22:45 with the interval of around 30 mins. The ticket fare is 250 HKD per person. It takes 3.5 to 4 hours on the way.
About the tickets, you don't need to book them in advance. There are many schedules every day. Just buy them when you landing at the airport.