Reinforcement learning (RL) is a promising solution for autonomous vehicles to deal with complex and uncertain traffic environments. The RL training process is however expensive, unsafe, and time consuming. Algorithms are often developed first in simulation and then transferred to the real world, leading to a common sim2real challenge that performance decreases when the domain changes. In this paper, we propose a transfer learning process to minimize the gap by exploiting digital twin technology, relying on a systematic and simultaneous combination of virtual and real world data coming from vehicle dynamics and traffic scenarios. The model and testing environment are evolved from model, hardware to vehicle in the loop and proving ground testing stages, similar to standard development cycle in automotive industry. In particular, we also integrate other transfer learning techniques such as domain randomization and adaptation in each stage. The simulation and real data are gradually incorporated to accelerate and make the transfer learning process more robust. The proposed RL methodology is applied to develop a path following steering controller for an autonomous electric vehicle. After learning and deploying the real-time RL control policy on the vehicle, we obtained satisfactory and safe control performance already from the first deployment, demonstrating the advantages of the proposed digital twin based learning process.