Please inform me for my trip in HK-Macau-Shenzhen. Arrive HK, I will take ferry to Macau (arranged) and from Macau to SZ by ferry too (arranged)

Hi,
when arrive SZ, what paper should process to get in ? do i need to make entry visa or no ? i go with another 4 people. I heard dont need visa if more than 3 people to get in to Szh, is it correct ?

- next day, we will go back to HK. What is the best transport to HK ? We booked hotel in Kowloon area. Can we take a bus which has direct route to Kowloon ? and what we have to do when we pass border ? the proses immigration ? easy, or ?
thanks for help.