i have to go Fuzhou,China from Mumbai, but unfortunatly there is no direct flight from mumbai so...

Making transfer is not so hard. You can follow the signs in the airport to do. The process is a little bit different based on your flights. If you have connecting flight, you just need to make a transfer at transitting area, otherwise, you need to go through the immigration, custom and then security check to board to your next flight.
You're suggested to fly to Hong Kong at first, for it is nearer to Fuzhou than Chengdu. And then transfer another plane to Fuzhou from there.
I suggest you buy the two tickets from the same company, then you don’t have to manage your luggage during the changing process. Make sure you have more than 1h to have the change during the two flights.