How can i get to Guangzhou Baiyun Airport to Shenzhen by train or bus?

From GZ airport, there is direct bus for Bagualing in Shenzhen, so you may take it
Where do you want to go in SZ?
If you do not want to the direct bus, you can take the airport shuttle bus line 6 to reach CITIC Plaza and then walk to GZ East Railway Station, where you can take the bullet trains for SZ.