No. Macau doesn't ask visitors to fill in an online arrival form (also called an entry form, immigration card or landing card) before they travel. No arrival card. Visitors receive a printed authorization-to-stay slip at immigration.
Do I still need a visa for Macau?
An arrival form is not a visa. Whether you need a visa or an electronic travel authorization depends on your nationality, so check Macau's official immigration website or your own government's travel advice.