The way I understood it is that there will be another rail line (Taoyuan Metro Blue Line) to T2 at TPE. Then you can take that one to the HSR Taoyuan Station and there will be bag checks at the HSR. That part also is expected to open the end of 2015.
http://www.hsr.gov.tw/homepage.nsf/8...5?OpenDocument has some information in English.
If you can read Chinese, here is a better map with the station numbers:
http://www.tymetro.com.tw/DetailPage.aspx?m=5 A18 is THSR.