From GZ. to Macau by Train

From GZ to Macau by train, you need to take a train to Zhuhai Railway Station and walk to Gongbei Port to through the checks to enter Macau. I think you need to book in advance. On the official app of China Railway 12306 you can buy 15 days in prior to the traveling date. Or you can buy hassle-free here on this website:
https://www.travelchinaguide.com/china-trains/