Do I have to collect my luggage

This detail depends entirely on the policy of the airline(s) you are flying with. In case if you are flying on separate tickets, you will definitely have to collect your luggage and perform a new check-in. Quite the contrary, if you are flying on a single (through) ticket, in most cases your luggage will be checked all the way to your final destination. You will know this detail at the moment of your check-in in your origin country from where you will depart toward Beijing and later to your final destination.