Landing in Guangzhou, busing to Hong Kong, do I need an entry permit?

Hello!
I am hoping to make it to Hong Kong and flights into Guangzhou are much cheaper than Hong Kong. Combined with a train ride, this would save me a lot of money! However, what are the visa requirements for this? It looks like I can travel through without one, is this accurate? Do i need to notify anybody? Also, here is the site for the train I am looking at. Can somebody confirm that these prices are in Hong Kong money and will come out to 20-30 dollars in US. Also, can you confirm that I would be able to take this train from Guangzhou to Hong Kong? Any help on any of these questions would be greatly appreciated!!

Thank you!
Sam