No, you don't need to go back to china to get your visa. But some contries will need you to have a valid USA visa for 6 months. According to Shengen visa rules, you only need to get visa from one country then you can enter any of the countries in the list (like, france, spain, italy, .., but not england, you need to get separate visa for england). Just go to the embassy/consulate to get the visa, should be easy. good luck.