I am a Pakistani National visiting Hong Kong for 2 weeks. I already have the visa.

Atif, you need the entry permit to Macao. It's different from HK entry permit. You should apply for it at the Commissioner Officer of PRC Foreign Affairs Ministry in Hong Kong by submitting the following materials:
1. A completed application form;
2. Photocopies of the bio data page and used inside pages of a valid passport.
3. Document of financial status (e.g. bank statement, deposit in savings account, tax payment receipt, employment certificate, etc.)
4. Round-trip ticket and hotel room reservation receipts.
5. Tour itinerary.
6. Recent 1.5-inch full face white background color photo.