Urumqi to Almaty, Kazakhstan ?

I want to take the train from Urumqi to Almaty (Alma-Ata), Kazahkstan in November. Can I book the ticket myself at a window in one of Shanghai's railway stations, 30 days in advance? Or can I buy at a neighbourhood window? I heard I can book it in advance and then collect it from my departure station (Urumqi) on the day - is that right?