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Optimizing power control in multi-cell cellular networks with deep learning enables such a non-convex problem to be implemented in real-time. When channels are time-varying, the deep neural networks (DNNs) need to be re-trained frequently, which calls for low training complexity. To reduce the number of training samples and the size of DNN required to achieve good performance, a promising approach is to embed the DNNs with priori knowledge. Since cellular networks can be modelled as a graph, it is natural to employ graph neural networks (GNNs) for learning, which exhibit permutation invariance (PI) and equivalence (PE) properties. Unlike the homogeneous GNNs that have been used for wireless problems, whose outputs are invariant or equivalent to arbitrary permutations of vertexes, heterogeneous GNNs (HetGNNs), which are more appropriate to model cellular networks, are only invariant or equivalent to some permutations. If the PI or PE properties of the HetGNN do not match the property of the task to be learned, the performance degrades dramatically. In this paper, we show that the power control policy has a combination of different PI and PE properties, and existing HetGNN does not satisfy these properties. We then design a parameter sharing scheme for HetGNN such that the learned relationship satisfies the desired properties. Simulation results show that the sample complexity and the size of designed GNN for learning the optimal power control policy in multi-user multi-cell networks are much lower than the existing DNNs, when achieving the same sum rate loss from the numerically obtained solutions.