Are there bus from Shanghai that go to xianju county in zhejiang? And to wuzhen?

Yes. There are many schedules from South Bus Station that can take you to Wuzhen directly. They depart from 07:35 to 18:17 at intervals of around an hour. The ticket fare is CNY 51 per person.
However, to Xianju, there is only one schedule at 16:30 with the fare of CNY 137 per person. You need to take it from the General Bus Station. :)