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In comments you provided addition information...

In comments you provided additional information...

Also, in comments you asked...

We both disclosed in visa application that we will enter UK together with each other when we were applying for visa. I wonder if we still should go separately in this case.

It's your choice, but if you go through separately there's a chance you may be separated.

Join the Non-EU queue together and at the top of the queue tell the queue manager that you are travelling together. When it's your turn, approach the Primary Control Point together (i.e., where the IO is standing at her post).

Present your passports to the IO together opened at the page with your entry clearances. It's very common and is totally not a big deal. They are accustomed to it and know what to do.

You are in an exchange programme, so I assume you are holding a T5 or using one of the short-term visitor routes. So you tell the Immigration Officer you are boyfriend and girlfriend and let's see what goes through the IO's mind.

Given that you qualified for an exchange programme, the IO will be relatively confident that you are not a flight risk and that's 80% of the problem. He's also relatively confident that you have the financial capacity to pursue your programme without resorting to public funds. That part of the interview will be very short.

Given that your girlfriend is in the same programme, the IO will move straight to checking your onward travel and accommodation. Presumably your accommodation has been arranged and you can produce some evidence supporting it.

You are in an exchange programme, and have an entry clearance. So you tell the Immigration Officer you are boyfriend and girlfriend and let's see what goes through the IO's mind.

Given that you qualified for an exchange programme and have entry clearances, 95% of the work has been done.

Your girlfriend is in the same programme, it means the IO will move straight to checking your onward travel and accommodation. Presumably your accommodation has been arranged and you can produce some evidence supporting it.

Update 15 Dec 2016

You have added scans of your entry clearances. These show that you will be admitted under Paragraph A57C of the Immigration Rules "Short-Term Students"

b) meets all of the following requirements. The student:

• (i) is aged 18 or over.
• (ii) does not intend to study at a state-maintained school or institution.
• (iii) does not intend to study in the UK for extended periods through frequent or successive periods as a short-term student.
• (iv) does not intend to take employment, including paid or unpaid work, a work placement or work experience in the UK.
• (v) does not intend to undertake self-employment or engage in business activities or any professional activity in the UK.
• (vi) has enough funds to meet the cost of his return or onward journey from the UK.
• (vii) will be maintained and accommodated adequately out of funds available to him.
• (viii) will not have recourse to public funds
• (ix) is genuinely seeking entry as a short-term student.

This does not change the overall substance of the answers you have received, but it's good to add the controlling technical reference because there's a different topology from the other questions in our archives (normally we deal with Appendix V).

With these entry clearances, your landing interviews will be reduced to a mechanical exercise assuring that you have arrangements for onward travel and accommodation. It's very straight-forward and the optimal strategy is outlined above, mainly try to help the IO do her job.