China is investing all over Africa, but the connection between Cape Verde and Macau in particular is they were both colonized by the Portugese. Cape Verde was a Portugese colony until 1975. Macau was kind of Portugal's version of Britain's Hong Kong, and, like Hong Kong, is now a special administrative region of the People's Republic of China.
Anyway, the investment is a tribute to Cape Verde's political stability and general good governance. For example, former president Pedro Pires won the Mo Ibrahim Prize in 2011.