How long will it take from Hongkong to shenzhen and where we can look for the trasnpo available?

Hongkong is the neighbour of Shenzhen. They are just separated by the border. Go through the border, you will get into Shenzhen from Hong Kong. So where is your specific location in Hong Kong? Anyway, the easy rail line in Hong Kong can take you to Luohu border, Shenzhen.