If you apply for visa to visit HK for the first time, you should apply directly to the Immigration Department of the Hong Kong Special Administrative Region (HKSAR).
The documents you need are: HK Visit Visa Application Form(https://www.travelchinaguide.com/embassy/pdf/hk-new.pdf) , one recent passport-photo size color photograph, one photocopy of the passport page containing the personal particulars, an invitation letter from your friends in HK, proof of the your financial standing (e.g. bank statements, salary certificate issued by the company), air tickets booking, travel itinerary, etc.