Hi There .I need to take a train from hk kwoloon to shenzhen.

There is no direct train to reach Shenzhen from Kowloon.
Two methods can be used. The first one is to take the cross-border buses at Kowloon Station to reach Shenzhen directly. The bus journey takes about an hour and a little more.
Or you can use the local MTR to reach Lo Wu Station. Then you can pass the Luohu Border to reach Shenzhen. From Kowloon, you can take a taxi to reach Hung Hom to take the East Rail Line to reach Lo Wu directly. The MTR duration is around 50 minutes.