I fly to Shanghai Guangdong, but can I visit Jiaxing than? Or is Jiaxing a different province?

Geke, Jiaxing is a city in Zhejiang Province. If you have got the Visa, of course you can travel to there. However, if you want to avail yourself of the 72 hour free transit policy, you can either travel in Shanghai or Guangdong, but not in the two places at one time.