hi how to go to harbin ice festival from yuen long mtr station

There is direct plane service to your destination from Shenzhen. I suggest you take West Rail line at HK Yuen Long station to Hung Hom, where transfer to East Rail line to Lo Wu. Then cross the border to Shenzhen Luohu. There you can take shuttle bus line 2 to Shenzhen Airport to catch a direct plane to your destination for the festival.
And you'd better book the air ticket in advance.