Well, take a flight from Shanghai to Beijing, of course, there is no Great Wall in Shanghai. Beijing has many sections of the Great Wall including Badaling, Mutianyu, Jinshanling, Simatai and Jiankou. Suppose you are interested in Badaling, the most famous one. You can take bus No.919 (快,means nonstop) at Deshengmen Gate. The bus is green, costs you CNY 12. It will take you about one hour to Badaling Great Wall.