how to go from beijingxi train station to malaysian embassy?

You may take metro line 9 from West Railway Station to Baishiqiao South Station. Next, change to line 6 to Hujialou Station, and transfer to line 10 to Liangmaqiao Station, Exit B. Walk northeast for about 600 yards to your destination.

Or, you may take bus line 3 from West Railway Station to Xinyuanli Station, and walk northeast for about 1 mile to your destination. :)