from the shenzhen hongkong border, is there subway that reachs to the HKIA

Yes, the MTR train can lead to the airport, but you need to transfer several times. You can take the east rail line from the border to Hung Hom Station, where you can transfer to West Rail Line to Nam Cheong Station, where you can transfer to Tung Chung Line to Tsing Yi Station. Then take the airport express from Tsing Yi Station to the airport.

For a better way: cross the Luohu border and walk to Lo Wu. Take East Rail Line to Sheung Shui. Then head for Sheuing Shui Railway Station bus stop to take bus no. A43 to HKIA, T1.