China Great Wall is located in Beijing, not in Shanghai, so you should first fly from Shanghai to Beijing. And in Beijing, choose your favorate section such as Badaling Great Wall. Take No.919 bus at Deshengmen Gate, the bus ticets costs CNY 12 and the whole trip takes about 1 hour to Badaling.

u also might be able to see it during the plane ride if u r going in a plane