There is just one border control between Macau and Zhuhai (China). You can free shuttle buses from many hotels in Macau to the border. You need to cross that border, and immediately after getting through the customs you will see a lot of bus companies offering trips to other cities in China, including Guangzhou. The bus trip should cost 65-80 RMB and it takes 2.5 hours. The buses go very frequently and it is quite comfortable.