I'll arrive at Xian Airport at midnight (12.00 am). it's there any direct bus go to Zhengzhou?

Well, I'm afraid that there is no long-distance bus at that time.
You are suggested to find a hotel nearby the airport and start off in the next early morning.
Take shuttle bus line 6 to North Railway Station first. There are many bullet trains that can take you to Zhengzhou. The earliest train schedule is at 07:42. The ticket fare of first class seat is CNY369 and second class seat is CNY229.