I am from Nepal and now I am a student at China as a Confucius scholarship with X2 type.

Dear, as far as I know, the X2 type is for single entry only. Thus, once you exit China, you need to re-apply for a new X2 type to re-enter.
You need to apply for a visa to visit Macau. If you go there for tourism purpose, you need to provide copy of your passport, a fully completed application form affixed with a passport-style photo, proof of your financial support, transportation and accommodation arrangement, and your travel plan. If your brother can provide you an invitation letter, you don’t need to provide hotel reservation anymore. You can ask your friend to submit the application to Macau immigration department on your behalf.