Which is best way to get to Zhengzhou, China from Hong Kong ?

You can take the direct flight. The duration is about 2.5 hours.

If you prefer travel by train, take the East Rail Line in HK to Lo Wu and cross the border into Shenzhen on Mainland China. From Shenzhen, you have 2 basic options - a long overnight sleeper train or the approx. 7-hour High Speed Rail Line. With the High Speed Rail, you can do the whole trip in a day; 30-45 mins from HK to Shenzhen (depending where you start of course), cross the border (usually less than 30 mins), taxi or subway from the border to Shenzhen North Station (usually about 40 mins but give yourself an hour for your first trip) and allow an hour to pick your train tix and get into the railway station. Total, probably 11 hours - 7 of which you'll be enjoying a ground-level view of Chinese scenery.