How can I go to Beijing from Shenzhen by train?

Hi, there are two trains between the two places now. So you can go to the local Railway Station to take a train to Beijing.
The high-speed train from the North Railway Station to Beijing will be in service in the end of the year, so you cannot get a such ticket or book one in advance.
Anyway, if you wanna book a regular train ticket, the website may help you:
https://www.travelchinaguide.com/china-trains/
Good day!

That's just okay since I'm just planning my trip for next year. I am glad that there'll be a high-speed train that'll be in service at the end of this year. :)

Thanks for answering my query! :)