The subway stop is called "Shijiezhichuang" and you can ride go directly from the Luohu subway (no changing trains).
If you are coming from the cross border bus or by KCR to the Lok Ma Chau/Huangguang KCR border crossing, then I suggest taking a taxi to Windows on the World. I would even just take a taxi from the Lowu/Luohu border - it is about the same fare if you have a few people compared to taking the subway. I think it was about RMB50 - 60 from Luohu.
No idea about hotels but it is pretty convenient for a day trip from HK. My parents, sister and her hubby loved it.
If its not too late I did this trip with my parents when they visited and posted my reviews on tripadvisor.com but we stayed at Grand Century Plaza - just a block behind the Shangri la and 2-3 from the train station at Lo Wu.