There might not be direct buses, you need to come to Sunauli first,and then from Sunauli - Kathmandu is about 9/10 hours
Gorakhpur to Sunauli is 3 or 4 hours, from sunauli you are probably best off getting a cycle rickshaw to Bhairawa (takes around 10 minutes) where there are plenty of busses to kathmandu, there is a direct bus departing from Bhairawa Airport and arriving at Gongabu Bus Park.