Hello i am french and want to go to Canton from Hong Kong by train for a two days stay

No, unfortunately, this is not possible. In reality, there are visas on arrival, but they cover only the city areas of Zhuhai and Shenzhen. Guangzhou is not covered by any type of visa on arrival scheme.

In reality, you have an option of visa free transit, but in that case you have to fly by direct flight from Hong Kong to Guangzhou and become eligible for 144 hour visa free transit.

To return back to Hong Kong, you will have to go first to Macau by ferry from Shenzhen Shekou port. After your arrival in Macau, you can immediately take the first ferry to Hong Kong. Please, keep in mind that, in case that you decide for this option, you will have to book a ferry from Shenzhen Shekou to Macau online in advance. After the booking through TurboJet ferry website, you will receive an e-confirmation that you will have to print out and use as a proof that you will be really in a transit. Also, you will use this printout of your e-confirmation to collect your real paper ticket at Shenzhen Shekou ferry terminal. Please, keep in mind that you will have to use exactly that ferry that you have bough the ticket for.

This is the only way how you could legally escape from obtaining a Chinese visa.