I want to know: how to take a bus from Shaoguan Station to Xinfeng, Shaoguan City?

Do you mean Shaoguan high-speed railway station when you say Shaoguan Station?

Wuhan-Guangzhou high-speed railway Shaoguan station-Xinfeng county, Shaoguan

Take bus No.22 from Shaoguan Station (Wu Guang) and get off at Xihe Bus Station. Transfer to Xihe Bus Station, Shaoguan-Xinfeng Bus Station and get off at Xinfeng Bus Station.

If you mean Shaoguan East Station (formerly Shaoguan Railway Station), then:

Shaoguan East Station (formerly Shaoguan Railway Station)-Xinfeng County, Shaoguan

Take bus No.22 and No.21from Shaoguan East Station and get off at Xihe Bus Station, then transfer to Shaoguan-Xinfeng Bus Station and get off at Xinfeng Bus Station.