how can i go to guangdong from macau

I just saw a blog about going to macau to guangdon. but he said that I should have a visa. may i ask what should i do or what to do? I'll be in macau and hongkong on november as we planned but I saw that I can also go to guangdong. what do I need to do? and what places in guangdon that you can recommend me? me and my family love shopping! thanks. is it also too cold that time in that place?