If travelling from Donegal to Edinburgh, the Bus Feda Donegal to Glasgow route terminates at Buchannan Street Bus Station. From there, you can find regular buses that will travel on to Edinburgh and other locations in Scotland including Aberdeen, Inverness and Glasgow Airport. See more information on travel from Glasgow here.
Buchanan Bus Station is located next to Queen Street Train station and from this location passengers can get a train to anywhere in Scotland and the UK, including Edinburgh, Aberdeen, Inverness, Manchester, Liverpool or London.