You can take a train or a coach bus from Guangzhou to Shenzhen. Guangzhou Railway Station provides many trains to Shenzhen. It takes about one to two hours to get to Shenzhen. If you want to take coach bus to go there, it's also very convenient. Most coach buses in Guangzhou provide trips to Shenzhen, such as Fangcun and Tianhe bus stations. Here I suggest you go to see the pages of Guangzhou Transportation on this website:
https://www.travelchinaguide.com/cityguides/guangdong/guangzhou/getting-there.htm