How to travel from panyu, Guangzhou to Shenzhen (windows to the world) ?

You can take subway line 3 to Canton East Railway Station to take a train to Shenzhen.
Upon your arrival at Shenzhen, you can transfer to subway Luobao Line to Windows of the World directly then.

how much time will it take to travel from panyu to shenzhen? and what time is the last train from shenzhen back to panyu? also how much will the train cost?

From Guangzhou East railway station to Shenzhen about 70 minutes by highspeed train. First class 100 RMB. The second class is 80 RMB.

When you arrive in Shenzhen, get off the train then follow the exit to Taxi, you will see the metro station. Buy the ticket to Window of the world).

well, it's a good answer

Now there is a new high-speed(300km/h) railway from GZ South Railway Station, which is also in Panyu Distrcit, to SZ North Railway Station. It's just a 35 minutes ride, and costs only 74.5RMB. You can go to GZ South Railway Station by metro, it's a terminal station of line 2. You can also take a taxi.