Dutch Citizen on CZ346 arriving 0615 at Beijing Capital Airport. Then on CZ3164 at 0805 to CSX;

According to your situation, it's international to domestic transfer in T2. And yes, you need to finish those two procedures. The correct procedures are Flight Arrival - Inspection & Quarantine, Exit and Entry Frontier Inspection - Customs Inspection - Baggage Claim - Going through Transfer Formalities - Waiting & Boarding.