You can see the temple here in the middle of the picture below. It is the houses with the ancient Chinese roofs. All around you see the sky scrapes and the x-mas decorated malls.
So what do you do in a Chinese temple? As a tourist you walk around and look at all the interesting details and try to take pictures without disturbing the local people or the gods. As a more or less true believer you will probably do the following...
Then you can throw coins in this "thing" and hope for some blessing or luck. If you are able to throw the coin up on one of the small roofs you will be more lucky. The higher you get the more blessed you will be.
...to whom you pray. You pray to different gods depending on what you want to achieve. The gods have different roles in life. You pray to one god for health and another one for a good hunting and another one for good results in a weiqi tournament.
In most of the buildings there are big rooms like this one with a different good statue in each. This is Guanyin.