I am from Nepal studying in Thailand.

If you want to travel to HK, Macau and mainland PRC, you need to apply for three entry permits. The basic documents for the three entry permits are almost the same including your passport and its copy, the completed application form attached with a recently-taken passport-style photo and your residence permit in Thailand.

Other required documents are as following:
For HK: financial support proof, travel plan, flight itinerary as well as the application form filled by your sponsor and the sponsor’s HK ID card (copy). And then ask your sponsor to submit the application for you directly. It usually takes 4 to 6 weeks for the whole process.

For Macau: air tickets, hotel booking record, proof of financial support

For mainland: round trip air tickets, accommodation reservation