Travel from Guangzhou Baiyun Airport to Shenzhen.

There is direct shuttle bus at Baiyun Airport to Shenzhen. Actually, it is not suggested to take the direct shuttle bus, because its arriving bus station is far from Shenzhen city center. Thus the bullet trains are recommended.
Here is a general direction: From the airport, you can take the subway line 3 to the Canton East Railway Station where you can take the bullet train to reach Luohu Railway Station in Shenzhen. Then you will find all kinds of transportation methods to reach the city center.
Hope it can help you.