Is there separate visa for HONG KONG, MACAU AND SHANGAI.

You can enjoy free entry to HK and Macau for a stay of not exceeding 14 days and 30 days respectively. You can go to Macau directly. As for HK, you just need to make a pre-arrival registration online in advance.
As for Shanghai, you need to apply for a visa in advance. If you go there as a tourist, you need to provide your passport and its photocopy, the application form, a passport-style photo, round trip air tickets, and hotel reservation.
A single-entry tourist L type costs 5,510 rupees per person.