No visa: I have a ticket from UK to Shanghai and wish to continue by train a few days later to HK.

Before boarding, you need to inform your airlines that you will layover in SH, then fill in the arrival/departure card on plane prior to landing. Then check out and show your passport, boarding pass and onward train ticket at the immigration counter, where you will get a stay permit for 144h visa-free transit. By doing this, Chinese visa is not needed.

How do you get a ticket from outside china for the Shanghai train-HK train. Everything I read is about ordering them rather than getting them.

The proof of train ticket booking will do.