May I know what train should I take going to Xiamen from lo wo?and do I need to take taxi or bus?

Walk fro Lo Wo to the border and cross the immigration to SZ Luohu. Then at Luohu metro station, take Luobao line to Convention & Exhibition Center, where transfer to Longhua line to the North Train Station. There you can take a high speed train to Xiamen North. The train timetable can be found on the train page of this website.