Entering Hongkong from Mainland China

Hello. I'm currently in Mainland China and want to go to HK (after that I will not come back to mainland).
I'm from Austria which means that I have a 90 day visa free entry to HK. From my last visit to HK i remember that i needed an arrival card to enter the country. Can i get this card on the train? May there be any other problems when entering HK?
I also want to take the High speed Rail from Beijing or Shanghai to Gangzhou. Can I also buy the tickets on the departure day? Or is it necessary to book them in advance?

Thank you in advance
Alexander