May I know where the station to board bus 867 direct to Mutianyu great wall?

Well, what's your starting place in downtown area?
As I know, most tourists will start to take bus no.867 at Outer Dongzhimen Bus Stop and arrive at Mutianyu Great Wall directly. You can provide your location. Then I will find the suitable transportation for you.

Thank for reply, I did some research online, and found out that bus 867 is currently closed. It is true?

No, this bus route still operates now.
This special tourist buses 867 are different from the ordinary bus no.867.
The special ones only run from March 15th to November 15th every year. The schedules are 07:00 and 08:30 from Dongzhimen. The ticket fare is CNY 16 per person. It takes around 2.5 hours on the way.
The ordinary ones have schedules every day. However, its destination is Hongluo Temple, not Badaling. So remember to make a further confirmation before boarding.

Can the tourist bus 867 direct lead to Mutianyu Greatwall?

Hi, Eziolim! The bus line 867 is closed these days!
You are advised to take bus line 916 or 916 Express from Dongzhimen Station to Huairou North Avenue Station.
Then charter a minivan to the site directly. It costs CNY 50-60 in general.
May you have a nice trip! :)

Thank you! How to I get back from Mutianyu Great wall to Dongzhimen Station?

Well, you may charter a car to Huairou North Avenue for CNY50-60. Then, take bus line 916 or 916 Express to Dongzhimen Station. By the way, bus line 916 runs until 19:00, and bus line 916 Express operates until 18:50.

Thank a lot for your information