Taking a taxi in Shenzhen is fairly simple. Available taxis have green text in the windscreen (red text means occupied). It is recommended that you take a blue taxi as the red and green ones have an extra charge due to them running on petrol, while the blue ones are all electric.
While some taxi drivers can speak English, it's best to show the driver the Chinese address.
You must wear a seat belt at all times when driving in Shenzhen.
This is the address of the nearest McDonalds which should help you to get your bearings and know that you've arrived at the correct place.
The relatively easy way to get from HK International Airport to Shenzhen is to use the Airport Express line of the MTR (metro) to West Kowloon (HKD $105), and then the High Speed Rail to Futian, Shenzhen (HKD $68 for second class - which is very luxurious).
Hong Kong Airport To Shenzhen By SkyPier Ferry
Another option to go from Hong Kong Airport to Shenzhen is by ferry. SkyPeir is the ferry terminal inside Hong Kong International Airport for arriving passengers to transfer to multiple cities within the Pearl River Delta and Macau. SkyPier has two routes to Shenzhen: one is to Shenzhen Shekou Terminal and another to Shenzhen Fuyong Terminal (connected to Shenzhen Bao’an Airport).
If you want to transfer to Shenzhen using the ferry, you do not go through Hong Kong Immigrations nor collect your baggage. After arriving and exiting the gate, follow signs to the Transfers Area E2 or Ferries to Mainland. At the Transfers Area E2, you can find counters to purchase ferry tickets. The company that operates ferries to Shenzhen is called CKS.
When you buy your ticket, make sure you give the staff your airline baggage tags. They will collect your baggage and place them onboard the ferry for you. For service to Shekou Terminal, fare is HKD $220 for adults.
The duration of the ferry ride is about 30 minutes to Shekou Terminal. Once arriving at the terminal in Shenzhen, you will have to take a taxi or the Shenzhen Metro onward to your hotel or other destination.