There are several railway stations in Shenzhen, like Luo Wu Train Station (also called Shenzhen Railway Station), West Train Station, North Station, Buji Train Station and etc. However, the mostly used passenger train stations are Luowu and West Train Station. The west Station is located nearby Yueliang Bay, Nantou, Nanshan District. From the airport, you could take the airport express line No.8 to Guimiao Cunkou Station first, and then take the bus No.20 to the west station.