I want to go to Guangzhou from Macau by bus or train which will be convenient n cheaper

You can go to Macau Border Gate. After you pass the immigration to Zhuhai Gongbei, the Gongbei Passenger Station is in a short distance from there. There are many buses runs to your destination each day, you can take them. Train is available too. From Zhuhai Railway Station you can take bullet trains.
To buy clothes and other things, you can go to Taikoo Hui, Tee Mall and Shangxiajiu Pedestrian Street.