1. when you arrive at Beijing West Railway Station, you will find a large electric screen lisiting your train No. and the right waiting hall you should go to. Then, at the check-in place of the train, there is another smaller screen to tell you the gate where you should board on the train. Very easy!
2&3: The train will arrive Shenzhen Luohu Railway Station. When you get off, there are clear signs to show you the way to the Luohu Port, which is located in walking-distance.
4. Once you go through the customs in Luohu, Shenzhen, you will walk along a bridge connecting to the Hong Kong Customs.
5. Exit from the Hong Kong customs, you could catch the East Rail train to reach Hung Hom in 50 minutes directly.
6. Actually, you could take the East Rail until to the East Tsim Sha Tsui, where you could walk to Tsim Sha Tsui easily.