hey I am coming to Beijing on 7September. then I want to go to shenyang.

Hi ali,
I have checked the train schedule for you, and found some tickets from Beijing to Shenyang on 7 September were already sold out. So I suggest that you book the ticket as soon as possible. you can book with an online agency (like this one) and collect the ticket by yourself at the railway station in Beijing.
there are bullet trains from Beijing South Railway Station to Shenyang. From Beijing airport, you can take the airport shuttle bus to the railway station. Alternatively, take subway airport express lline from the airport to Dongzhimen, and transit to line 2 to Xuanwumen, and finally line 4 to Beijing South Railway Station.