Can hongkong MTR travel to Shen Zhen at DaJuYuan Station?

Yes, MTR service from HKIA to Dajuyuan in Shenzhen is available: take Airport Express to Tsing Yi, where transfer to Tung Chung line to Nam Cheong Station. There you can transfer to West rail line to Hung Hom, and then take East Rail line to Lo Wu, Hk. After that, cross immigration border to Luo Hu, Shenzhen. At Luohu Metro Station, take local Luobao Line to Dajuyuan directly.

Apart from that, I have a better approach for you. There are direct cross-boder coaches from HKIA to Shenzhen Luohu District. I suggest you take that to get off at Luohu Express Holiday Inn, which is 1.2-1.4km from your destination then.