Can I get a train from Capital .Airport to Qinhuangdao or do I have to go to Beijing Main Station?

No, you don't need to take a train from the Main Railway Station. The transportation is convenient. You are advised to take direct long-distance bus from the airport to the destination. The bus schedules are from 09:30 to 21:00. It costs CNY 140 per person. And the duration is about 4 hours.