is it easy to get to hong kong central from shenzhen?

Yes, both train and bus are available.
By bus, you can easily take a direct cross-border coach at Shenzhen Bay and it has many stops in HK.
By train, cross the Luohu port to HK Lo Wu. There you can take East Rail MTR line to Hung Hom Station. After getting off, transfer to other transportation to your destination.