is there any transient house in Macau? where? And how do we get to Hong Kong from Macao?

By transient house, I assume you wanna find a hostel for a short stay. Well, the San Va Hospedaria shall be a nice choice.

To go to HK, you can take ferry operated by TURBOJET from the Outer Harbour Ferry Terminal. Ferries are available for 24h to HK-Macau Ferry Terminal in HK.