Ms.Mariz,
Do i need visa to enter Macau?
No. As long as you have valid Philippines passport, you can stay in Macau for 30 days.

From Macau how will i go to Shenzhen and back to HK?
You can take ferry from Macau Maritime Ferry Terminal to Shenzhen. It takes around 1 hour. Also you can take ferry there to HK.

From Shenzhen to HK, go to Luohu and pass the border and then you arrive at HK.

How much it cost visa going to Shenzhen?
Sorry, I have no idea about this.

How much fare going to macau, macau to shenzhen & shenzhen to HK?
HK to Macau: check the following link:
http://www.nwff.com.hk/eng/fare_table/local-macau/?section=Macau
http://www.turbojet.com.hk/eng/schedule/prd.html

Macau to Shenzhen: MOP$180 to 200. It takes around 1 hour and 15 minutes.

Shenzhen to HK: it depends on where you go from Shenzhen. You can take bus or taxi to Luohu and then queue for passing the border.

Any suggestion places to visit on said places?
HK: Victoria Peak, Disneyland, Ocean Park, Avenue of Stars, Ngong Ping 360 etc.
Macau: Senado Square, Ruins of St Paul’s Church, A-Ma Temple, Fisherman’s Wharf and those casinos.
Shenzhen: Splendid China, Window of the World and Chimelong Paradise.

I'll be visiting Shenzhen, my ticket is going to HK. Please help me how to get there in Huanggang Border in Shenzhen. It's my first time to travel in HK & Shenzhen, I really don't have idea how to get there..pls help...thanks.

Get to Window of the World from Huanggang Border? There are directly city buses from Huanggang Border to WOW, such as 338, 109. It is about 15km between these two places, 20-30 minutes by taxi.