I need a car rental to Jinshanling Great Wall. Can I get car rental at Beijing West Rail Station?

Yes, you can. Car rental services are available near the rail station. I remember the CAR Rental Service has a branch there, but am not so sure. Anyway, it is still advised to book one in advance in case.

Non Chinese citizens are not allowed to drive in China with the exception if you got a special permit from the Transportation Bureau. This special permit will need to be issued in China and you can demonstrate evidence that you have live in China for more than a couple of years.