hi, my friend is holding Korea passport and would like to travel shenzhen for 1 day (from hong kong)

The best option for your friend is to take East Rail line to Lo Wu border crossing and bring a passport and passport size photo. After he crosses Lo Wu where he/she will declare that he/she will use Shenzhen VOA, he/she will arrive at mainland China crossing called Luohu where he/she will apply for Shenzhen VOA. It costs 168 CNY and he/she can bring that amount in cash. Remember, mainland China cash that could be easily obtained at money changers in Hong Kong. After the visa is granted, he/she will proceed by Shenzhen metro toward the center of the city. While returning he/she is allowed to take any mean of transport including the high speed train from Futian station in Shenzhen to West Kowloon in Hong Kong. Quite easy and straightforward.