we are led by our teacher to Shanghai to choose overcoat woollen cloths. I am not sure if you really mean woolen overcoats or just a cloth? Did you mean cloth or clothes? If you were getting a coat, I would say. Our teacher took us to Shanghai to choose a woolen overcoat. I think your grammar is correct in your sentence but it doesn't flow like a native American would say it.

sorry, its english. i would like somone to revise this english sentence for me~

did you mean translate this sentence to Chinese or just 'revise' it in English?

Are you sure its Chinese...?