metro or bus number to SEG market in Shenzhen

Do you mean the SEG market in Futian district? In fact, there are several branches of Seg Market there and the closest to you is the one in Nanshan district. The best way to go there is taking taxi. It is about 4 kilometers from the Shekou walmart. Or you can take bus 332 to reach Southern Airline Station (the sixth station) and then you can walk along the Nanshan Avenue to find the market.