Is there any train that I can take from Shenzhen airport Terminal 3 to Guangzhou East Railway?

Oh, there is no train that departs from SZ Airport.
You need to take shuttle bus no.330 to get to West Square of SZ Railway Station. It takes around an hour. It costs CNY 20 per person. Then take direct train to go to Guangzhou East Railway Station. The duration is about 70 minutes. The ticket fare of first class seat is CNY99.5 and second class seat is CNY79.5.