can i pay the fee at application centre at Shenyang directly?

There are two ways to pay for the fee:
No. 1 come to the center and pay cash or with your debit card.
No. 2 by post. Please remember that cash in envelope is not accepted. First, download and fill the payment authorization form. Second, include it in your application package and then send to the center.

So I am afraid that you may not pay online when you are in Shenyang.