Customs clearance while arriving to Shenzhen North from mainland China.

Hi, dear sirs! I arrive from Changsha South to Shenzhen North by train G 6001; futher I go to Hong Kong International Air Port to take the flight TK 0071 bound for Istanbul (Turkey). Where (in which point) can I pass through customs control? Can I take the shuttle bus in Shenzhen North station? If yes, where can I pass through passport control? I'm leaving China.
Thanks a lot for your response. Olha, Ukraine