If you want to get the train from Shanghai to Changchun, you should go to Shanghai Railway Station. Pudong Airport bus Line 5 can take you to the train station and needs about 1.5 hours. If you want to tavel faster, you can take maglev train (within 10 minutes)to Longyang Road, change to Subway Line 2 to People's Square and then change to Line 1 to Shanghai Railway Station (half a hour or so). There are two trains there running to Changchun, K56(9:27am), K516 (11:10am), the ticket price is about 450RMB for hard sleeper, 680-700RMB for soft sleeper. The whole journey takes 30 hour. You can check the fligh info, if the price is not high for you, you can consider to travel by air.