Are there 2 train stations in Shenzhen? How is easy is it to get from SZ to Hong Kong?

Actually, there are three railway stations in use now, but bullet trains are available in two railway station, the north railway station and the Railway station in Luohu District.
It is very easy to travel from SZ to HK and you just need to pass the Luohu Border to reach Lo Wu area in HK. Then you can take the East Rail Line to reach the Hung Hom, business area of Kowloon in Tsim Sha Tsui area.