Question: Is it true that every invariant on manifolds comes from Homological groups?
For example, characteristics classes, Betti numbers, fundamental groups (By Hurewicz's theorem), Signature of 4d-manifolds (defined by middle cohomology group), Intersection forms (defined by middle cohomology group), etc. I think all of these are related somehow to (co)homology groups. If so why geometers trying to find new invariants?
No, it's not true at all. For example, there is an infinite number of diffeomorphism classes of manifolds with the same homology groups as $S^3$.
Besides, your examples are wrong.
Other invariants that are not captured by the homology groups alone include the cup product on cohomology, the signature for $4d$-manifolds, the higher homotopy groups and their Whitehead product, etc. In all cases you can cook up examples with the same homology groups but where the invariants mentioned differ.