“I have been to Beijing” is the correct sentence. In English, we wouldn’t say “I have been in Beijing”. You would still be understood, but the correct way is “I have been to Beijing”.

'In' refers to the preposition of place, whereas 'to' refers to the movement towards a place. Been means go and exist, then return/proceed to another destination from what you are referring to, along with a certain amount of specification. They are both fine. Example: I have been in a foreign country alone and frightened. I have been to a foreign country alone and frightened. Hope that helps.