Hi, Mr. Taylor
Unfortunately, there is no direct train from Shenzhen or Guangzhou to Urumqi. If you do want to take train as the transportation means, you can choose to connect trains in Zhenzhou or Xian. In that case, you will spent at least 65 hours on the way, which would be a very hard journey. Therefore, I suggest you take flight from Guangzhou to Urumqi, the flight journey takes about 5 hours.