Is this sentence grammatically correct?

Grammatically speaking, the problem is that this is the most typical Chinglish: it conforms to the way people speak in China, but no one in Britain or America can speak like this.

If you want to say "I want to visit/travel in Beijing", you can say.

I want to visit Beijing.

I really want to visit Beijing. or

I want to go to Beijing.

Correct grammar does not mean that the sentence must be correct-it must conform to the customary expressions in Britain and America.