Is it open for tourist?

Dear Sir,
I will go to shenzhen from hongkong on Dec to travel with my family.
but i'm a tourist from indonesia not HK residents, can i buy the ticket at the station?
If i take Futian station for the destination, can i take the MTR line 3 from that station too?
Also i want to ask about the baggage , how if i take the 25 kg baggage. because we want directly to go to shenzhen from the HK airport.
Your reply will help me a lot.
Thankyou Sir.