How to start from Shenzhen Dong Men to Guangzhou Bejing Road?

I suggest you take a bullet train from Shenzhen Luohu Train Station to Canton Railway Station. Shenzhen Dong Men is only about 2.5km from Luohu Train Station and Canton Train Station is only about 4.5km from Beijing Road.
It costs CNY80 for second class seat and CNY100 for first class seat.

From Dong Men, how to go Luo Hu and from Canton Train Station to Beijing Road?

Hi, you can take bus no. 1, 82 or 306 at Dongmen Station to Luohu directly.
From Canton Train Station to Beijing Pedestrain, you can take subway line 2 at the railway station MTR station to Goingyuanqian. Walking out from Exit F, you can reach your destination within 700-800m.