I am from Malaysia,would like to visit Beijing and Urumqi next spring.Can tell me how to go there.

You can fly from Malaysia to Beijing. Then you can transfer to the other city by Chinese domestic flight.

Essalamu eleykum !

First you have to check flights from Malaysia to any cities of China ,from big cities of China there is flight and train to urumqi .You can also take train from Beijing to that northwest China city,it takes 33hours.
there is direct flight and train from Guangzhou and Shanghai to that city too.