Does the train goes from Bejing international airport to Mutianyu Great Wall ?

Well, there is no train at the airport that can take you to Mutianyu Great Wall.

If you want to take a train, you need to take airport shuttle bus line 15, and get off at Xizhimen Station. Then walk north around 850 yards and get to North Station. Take a train to Beizhai Railway Station. After arriving, there are scenic area bus that can take you to the destination directly.