I want to make friends with people from abroad, so the question is: where are the good places to meet friends and how to start a conversation？

Try Salvador's. As for how to start a conversation, I have no idea what to tell you. How do you usually do it?

Joey start a conversation with: how are you doing :)

If your motivation is primarily to practice English, maybe try an English Corner? Foreigners often attend.

Here is an ugly truth. Most people from abroad do not like being approached by strangers when they are trying to relax.
If random Chinese people come up to me and try to start a conversation I do not respond warmly. I assume that the person either wants a free English lesson, or wants to sell something. I go to a bar or cafe to relax, not to have demands made on me.
If you play pool, go to bar with a pool table, and be prepared to pay for your fair share of games (unless it is a free table). Also be prepared to buy your own drinks. That way the relationship starts on an equal footing.
If you like to read books in English, join the book reading club.
Join sports activities like the Ultimate Frisbee events.

Find some activity where there will be some people from abroad. Join in as an equal, not just someone who want to take something. That way you can make real friends.

The purpose for me to make friends with people from abroad is just to share different culture and keep company. not for practise English.

any activity are fine，my question is ：where？

Fine, but don't approach strangers to strike up a conversation, and expect it to work. Find another way.
Look at the events calendar on this site for some of the where. Also post questions in the forum. Example, 'where can I play/do xxxx?'

I don't really think most people who are NOT from abroad like being approached by strangers when they are trying to relax either, do they?

@Nicy Zhu
Suggest you look at the gokm events that interest you, posted on the right and attend with a few of YOUR select friends. Eat at some of the expat locations - and just say hello, smile and be friendly, caring, respectful and compassionate.

Maybe you can even share WeChat contact information and do activities together - from sharing food, restaurants, cafes, and events.