Hi sir, I need take train from Zhu Hai to Guang Zhou and then to Shen Zhen "LAOHU' how to take train

Do you mean "Luohu"? If so, you can take train from Zhuhai Railway station to Guangzhou South Railway station first. Then take train from there to Shenzhen North Railway station. Next, you can take metro line 5 to Huangbeiling station (Exit F1), and walk northwest around 800m to Luohu district.