Where are submission application

Hey, man, you need to prepare two applications to apply for HK and Macau entry permit respectively. The required documents include your passport and its photocopy, the application form with a recently-taken bareheaded color photo glued, proof of financial support such as your bank statement or salary slip, round trip air tickets, proof of purpose to HK/Macau such as travel plan or hotel reservations.
Because you can live in your friends’ home, you can ask your friend to issue an invitation letter to you and submit your application to the HK immigration department.
For Macau, you should submit the documents to the embassy of PRC.