Hello, its possible to make VOA to enter shenzhen from hongkong for indonesian nationality?

Yes, it is possible. The fact is that Indonesian citizens have high successful rate of granting a 5 day Shenzhen VOA in the recent time, so you are recommended to apply for one while you are already in Hong Kong. The best way is to apply at Lo Wu / Luohu border crossing, but you are advised to be there at least at 08:30 because the visa office at Luohu opens at 09:00. Arriving earlier could mean that you will beat the queues that form starting from that time. You should bring your passport, you will fill out the form at the border crossing and there the photo of you will be taken. The price is 130 CNY and it should be paid by card. Have a nice visit to Shenzhen.