yes, you need a visa to visit Macau, you can get it when you arrive in Macau. However,Do you have a Chinese multiple-entry or study visa (X visa) and the residence perimit of Beijing? If you hold them, it is easy for you to get a visa-upon-arrival of Macau,then you can return Beijing freely. If you just hold a single-entry X visa, once you leave the mainland of China, you have to reapply for a X visa to enter mainland of China. Because Kong Kong, Macau and Mainland of China apply different exit & enter controls, enter Beijing from Macau means one entry.