Hong Kong airport to - Shenzhen Shanghai hotel in Futian.

In the airport, there are many buses available to different areas of Shenzhen, and you can take the bus going to Grand Skylight Hotel, which is about 0.6 miles walking distance from your hotel. You can take that.

Dear Sarah, many thanks for earlier answer. Is there a special bus nr. or is the name Grand Skylight Hotel stated on the bus? Can we pay for a ticket in the bus, or do we need to buy a ticket at the station or airport?

Well, you don't need to figure out the exact bus number and it doesn't have it. You can find the pick-up station easily according to the English sign. As I know, the hotel name will be shown on the sign. So don't worry.
In addition, at the airport, the ticketing points are located at Counter C10-13, Coach Station, Terminal 2.
You need to buy the tickets first, and then get on the bus.