What is the best way to get to Ice and Snow Festival in Harbin from Mudanjiang

You can fly from MDJ to Harbin directly.
Or take shuttle bus or taxi to local Train Station to catch a train to Harbin.

I'll answer my own question since I have made the trip and returned. The trains are really booked up all of January with people going home for New Year Celebrations, but we found a site that got us reservations to and from Harbin from MDJ. We printed a copy of the ticket confirmation receipt, took it to the train station, got the tickets had wonderful trips both ways. Soft sleeper on the first leg and hard sleeper back. No regrets the passengers and train service employees were helpful and happy that we were venturing where most tourists do not go. It was rewarding to say the least. MDJ has a cavernous underground shopping market. We entered it just to cross the street in front of the train station and ended up walking about a mile underground and exiting a few feet from our hotel on Qi Xing Jie (seven star street). Next day taxied to MDG airport and back to Seoul. Trip was too short.