You should apply for Study visa of Hong Kong,
A successful applicant entering the HKSAR as a student shall be subject to the following conditions of stay that:

he/she shall become a student only at a specified school, university or other educational institution and undertake such course of study as may be approved by the Director of Immigration; and
he/she shall not:
take up any employment, whether paid or unpaid; or
establish or join in any business.

for more information, you can refer to http://www.immd.gov.hk/ehtml/id996.htm