Hong Kong’s train system MTR dedicates a compartment for first class for each train service on its East Rail line (the line going from/to Lo Wu /Lok Ma Chau). To take the first class, you must pay extra. On the platform, where the first class compartment will be parked is marked and there is a machine for passengers to pay the extra. You must swipe your Octopus Card (a smart card used on all Hong Kong’s transport) there before boarding the train.
In other words, when you enter any East Rail station using an Octopus Card, you pay the normal non first class price. Once you are on the platform, you can decide if you want to take the first class or not.
Be sure that you pay the extra if you take the first class. If you are caught, a fine of HK$500 awaits you. From last year to now, a total of 22,000 passengers taking the first class were caught not paying the extra. I am sure some of them were visitors who did not know the rule.
If you are not using an Octopus Card, simply buy a first-class train ticket from a service counter before boarding.