Can Srilankan do visa on arrival in Macau & hongkong? Do i need to take it for both countries?

No, you cannot get VOA for the two places and you should apply for two visit entry permits in advance of your trip.
You should prepare two sets of applications and prepare those documents: 1)copy of your passport, 2)the application form with a recently-taken bareheaded color photo glued, 3)proof of your financial support, 4) flight itinerary and hotel r3servation, 5)proof of your travel purpose to the two places. Afterwards, submit your application to the embassy of PRC to apply for it.