I am going HK for 7 days single entry permit. I want to travel macau & schezen. How can i get visa ?

Badri, you should apply for two separate entry permits to Macau and Shenzhen in your home country.
The first step is to prepare the relevant documents: the application form, a passport-style photo, hotel reservation and flight itinerary as well as financial standing proof. Other documents are different:
For Macau: copy of your passport, travel itinerary
For Shenzhen: personal information statement
After, prepare two applications and submit them to the embassy of PRC to apply for it.