Do I need to apply for visa for Hong Kong and Macau if I already have student visa in P.R.C.

Yes, you need to apply for both Hong kong visa and Macau visa to visit these two places.
In mainland China, you can go to Immigration Division of the Beijing Office of the Government of the HKSAR
to obtain its visa (add: 71, Di'anmen Xidajie, Xicheng District, Beijing 100009) . You can also post the visa requirements to this place or Hong Kong Immigradition department to apply for the visa.
Macau Immigration Department doesn't have an office in mainland China, so I'm afraid you can only post the visa requirements to it directly to apply for its visa.