(It’s Shenzhen Ocean World, right?) It takes 1 and a half hours by train and more than 2 hours by train (not excluding the waiting time in between). You can take the bus from Guangzhou Railway Station to the east of Luohu Railway Station. From the square, take bus 387 (35 stops) and get off at Xiaomeisha terminal. Cross the road and walk about 400 meters to the left to reach Shenzhen Ocean World. The whole journey takes about 5 hours.

As for the tickets, you should check online. I usually take the bus, but the bus is very slow and sometimes there are traffic jams. If you are going for fun, it is better to take the train or the EMU