It will be helpful if your enquiry could be more specific such as what time, how and where will you be arriving H.K. from Shenzhen? Will you be going directly to the H.K. airport or being "dropped off" somewhere in H.K.? Which airline will you be departing from H.K. and destination so that it can be determined when and where you will be able to check in?
In short, some airlines offer early check in, some don't. Some airlines have check in counters at the Airport Express H.K. and Kowloon stations in the city, some don't. Depending on how much time you'll have in H.K. and what you want to do, there are short guided day tours for tourists like who have several hours in transit in H.K. Go to …discoverhongkong.com/eng/…index.jhtml and you are able to book online.
The airport is quite far from the "city" and it will all depend on how much time that you will have. I would allow at least 3/4-1 hour each way. Assuming that you're being "dropped off" at the airport at less than 4 hours prior to the scheduled departure of your flight, my suggestion is to simply stay at the airport. There are lots of shops for you to easily "kill" an hour or two. If you have sufficient time, you may purchase one of those short guided day tours (discoverhongkong.com/eng/…index.jhtml) or take one of the "A" prefix Airbuses into town to browse around, enjoying a "city tour" along the way (www.hongkongairport.com/eng/aguide/bus.html).
Post again when you are more definitive about your schedule.
We do not know how we are travelling from our resort Golden Beach Longgang District of Shenzhen. We dont seem to be able to find out how we are going to do this, let alone arrive at the resort from Hong Kong. We think to arrive at the resort we shall go by bus to KCR upto Shenzhen and then bus to the resort. This could be reversed or we could use the ferry to the airport out of Shenzhen. Any suggestions. We need to leave our room by 10am.